The paper presents a study of cooperative scheduling for the supply of different energy in a micro-grid. CCHP (Combined Cooling Heating and Power) system is applied in the micro-grid to improve the energy efficiency when satisfying multi-energy needs. Demand response (DR) is adopted to relieve the pressure on power supply. The paper first introduces the concepts of cooperative scheduling as well as demand response and the purpose of doing so. The paper then illustrates the models of units in the micro-grid and applies genetic algorithm to perform the optimization. After that, an example is proposed to verify the feasibility of models and approach. Different case studies are performed to show the contribution of CCHP and DR to the improvement of the energy efficiency and power supply reliability.