The invention discloses an interconnected microgrid and a dispatching price optimization method based on a distributed agent, which is characterized in that the method comprises the following steps: apower grid, a microgrid and a microgrid agent; In island mode, the microgrid proxy communicates with each other, obtains local microgrid information, controls load and adjustable distributed generation in the microgrid; In grid-connected mode, the micro-grid agent with leading function monitors the connected power of the grid and communicates with other micro-grid agents. The invention also discloses an interconnected micro-grid dispatching price optimization method based on a distributed agent, which optimizes the global retail bidding of the interconnected micro-grid in an island mode through a privacy protection rumor algorithm. Through consistency algorithm and distributed disturbance primitive-dual sub-gradient algorithm, the optimal price of global constraint in grid-connected modeis estimated and solved. The invention avoids leaking of user privacy, saves investment of communication network and communication equipment, has sensitive tracking performance, and is particularly suitable for price interaction and consistent dispatching of multi-agent interconnected microgrid.