This paper proposes an artificial immune system with a multiplier updating method (AIS-MU) for multiple-fuel-constrained generation scheduling of power systems. The artificial immune system (AIS) equips with a migration can efficiently search and actively explore solutions. The multiplier updating (MU) is introduced to avoid deforming the augmented Lagrange function and resulting in difficulty of solution searching. The proposed method integrates the AIS and the MU that has merits of automatically adjusting the randomly given penalty to a proper value and requiring only a small-size population for the economic dispatch problem (EDP) of the multiple-fuel-constrained generation scheduling. Numerical results indicate that the proposed algorithm is more suitable than previous approaches in the practical economic dispatch of power system.