Under the electricity market environment, the flexible load of power users can not only reduce the cost of power consumption by adjusting their own power consumption behaviors according to the real-time price (RTP), but also can obtain additional benefits by participating in auxiliary services. The load of commercial buildings (CBs) is concentrated and makes a greater contribution to the peak load of the power system. If the flexible load of CBs can be regulated, it has great benefits for shifting the peak load of the power system in addition to reducing the electricity cost. On the basis of analyzing the characteristics of flexible loads in CBs, a flexible load regulation model including short-time interruptible load (IL), reducible load (RL), translatable load (TL), air conditioning system (ACS) and energy storage system (ESS) is established. Considering the electrical comfort and temperature preference, the objective function is jointly constructed with the electrical cost, temperature discomfort and ancillary service income. An optimal regulation strategy for multiple types of flexible loads in CBs based on the electricity market environment to realize the economic power consumption of CBs is formulated. The simulation results show that the proposed strategy can reduce the power cost of CBs and lower the peak demand under the condition of satisfying the power consumption comfort.