The invention provides an expansion planning comprehensive optimization method of a power distribution network with a distributed power supply. The expansion planning comprehensive optimization method includes the following steps that a multi-objective optimization function based on life-cycle cost is built; constraint conditions are determined; expansion planning comprehensive optimization of the power distribution network is performed. According to the expansion planning comprehensive optimization method of the power distribution network with the distributed power supply, the distributed power supply is taken as an optimizable factor, the minimum expansion grid cost serves as a target function, and the comprehensive optimization planning method of a substation, the distributed power supply and a feeder network under multiple constraint conditions is provided. Through solving, the optimal scheme of the position and the volume of a substation to be built in a planning area, the structure of the feeder network and the optimization configuration of the distributed power supply is obtained.