The invention provides a micro-grid grid-connected system in an urban power grid. The system uses a diesel power generation system or gas turbine which provides stable output electric power to supply power to alternating current loads accessed to the same feeder line, and uses a wind and photovoltaic energy storage system as an auxiliary power supply source; uses a combined supply type synchronous unit containing the gas turbine to supply cold and heat, and supplies power to the alternating current loads of the same feeder line; and uses a distributed power supply to supply power to direct current loads accessed to the same direct current bus, and supplies power to the alternating current loads accessed to the same alternating current bus after an inverter is passed, and gird connection is realized through access to one of the feeder lines after a transformer is passed. The invention aims to realize grid connection, uses the loads as boundary conditions, proposes a basic scheme of a micro-grid grid-connection system adapted to an urban power grid, and has relatively good engineering practicability.