This paper raises an improved evolutionary programming (IEP) for solving the economic dispatch (ED) problem in power system. In the methodology, a simple evolutionary programming (EP) is used as a basic level search, which can give a good direction to the optimal global region. Then, a local search (LS) procedure is adopted as a fine tuning to determine the optimal solution. The proposed method has been demonstrated to have superior features, including high-quality solution, and stable convergence characteristic. The result of experimentation shows that the proposed method is indeed capable of obtaining higher quality solution efficiently in ED problems of power system.