To enhance the utilization rate of new energy, reduce operational costs, and achieve reliable grid-connected operation, an optimized dispatch algorithm for new energy grid-connected systems considering demand response is proposed. Based on the electric, gas, and thermal loads, a system user demand response model is established. Aiming at maximizing the economic benefits of the operator, a price-based decentralized energy dispatch model for new energy grid-connected systems is established, and the corresponding constraints are determined. By improving the particle swarm optimization algorithm, the price-based decentralized energy dispatch model for new energy grid-connected systems is solved, achieving optimized dispatch of the new energy grid-connected system. Experimental results show that the algorithm has better dispatch performance, stronger stability, and is more suitable for practical applications.