According to the characteristics of the microgrid, power generation companies can provide sustainable and stable power, and transport power as close as possible to reduce network loss and improve active power conversion, maintaining competitive advantage in electricity price and increasing new energy consumption. Thus, the interest relationship among the main bodies participating in the new energy micro grid is analyazed at first. Thus, the cost strategy game model under the non cooperative gaming mode and cooperative gaming mode between the generation side, the user side and the distribution network is constructed. A micro grid demonstration area is selected for example analysis. The results show that the equilibrium strategy under the non cooperative game can meet the needs of the micro grid. At the same time, the consumption of new energy also increses and the wind and PV curtailment is improved.