According to the characteristics of the micro-grid, power generation suppliers can provide sustainable and stable electric energy, and transport it as close as possible to reduce network loss and improve active power conversion, thus maintaining competitive advantage in electricity price and increasing new energy consumption. On this basis, the interest relationship among the main bodies participating in the new energy micro-grid is analyzed at first. Therefore, the cost strategy game model under the non-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 demand of maximizing the revenue of three parties, namely, the micro-grid, the distribution network and the user side. Meanwhile, the consumption of new energy also increases and the wind and PV curtailment is improved.