High penetration of wind power brings a great challenge to the power system scheduling mode and technologies. Existing researches show that load resources would have great potential and economic benefits on this aspect. However, it will cause a complex control problem when a large number of loads participate in active power scheduling. Therefore, How to establish an effective and feasible load scheduling model is necessary.Based on the multi-agent technology, the interaction mechanism between demand response loads participate in the dispatching operation and the specific load dispatching model are studied in this paper. First, the 3-layered architecture of 'control centre's decision-making layer, agent-coordination layer, local load response layer' is established, and the working mechanism of load agents is designed; Then, the decision-making model of the load agent is established, and a bidding strategy for the global optimum is put forward to the power company based on the game theory; By analysing the scheduling cost of different adjustable resources which can be generators or loads, the power company will make decisions for minimizing their scheduling costs; On this basis, the transaction process between the load agents and the dispatching centre is designed. Finally, examples on the IEEE 39-bus model demonstrate the validity of the model and strategy proposed in this paper. The results show that, with the multi-agent load dispatching mechanism, the load resources can be adequately utilized and the generator reserve is decreased obviously, the cost of dispatching system is reduced effectively, and a win-win status of the power company and load agents is achieved.