The CCHP microgrid can improve the level of flexible and diversified energy optimization and regulation of the power supply system, which has become one of the inevitable trends in the development of microgrid technology. The DSM method is introduced to CCHP microgrid system, and the economy of the system is excavated by full use of the demand side resources. Firstly, this paper models the DSM technology adopted in the system, including method of adoption and the cost. Secondly, taking the comprehensive optimization allocation cost as the objective function and taking various necessary constraints into account, an optimal configuration model of CCHP microgrid considering DSM is established. The chaotic Particle Swarm Optimization (PSO) is used to solve the model. The optimal configuration results show that the optimal configuration cost of the system is higher in grid off mode than that under grid connected mode, while the cost of system considering DSM technology is less than that without DSM. The introduction of DSM to the system can reduce the optimal configuration cost of the system, which proves the correctness and effectiveness of the model. This work is supported by Natural Science Foundation of Hebei Province (No. E2013502074).