Orderly power utilization is an important measurement of demand side management. When there is power supply shortage or emergency events, orderly power utilization can be applied to decrease electricity demand and ensure the balance of electricity supply and demand. Nowadays orderly power utilization is mainly carried out in a manually manner without optimization and communicating with consumers, which cannot obtain a precise and strategic allocation of load shedding. This paper designs an intelligent multi-agent system architecture and coordination mechanism for the multi-layer distribution of load shedding in orderly power utilization. The electrical grid is decomposed into three layers: system layer, node layer and customer layer. The three layers are modelled using intelligent agent. For each agent, a learning mechanism is embedded to make the agent be able to adaptively response to the environment. Among different agents, an agent coordination mechanism is designed to encourage customers’ mutual support. Through the cooperation of agents, the proposed method can adaptively and interactively distribute the load shedding, obtaining a strategic orderly power utilization in a multi-layer electrical grid.