In the future, the distribution rate of renewable energy in distribution systems is increasing. For the problem of wind power consumption in distribution networks, it is considered to introduce the ice storage air conditioning with load transfer characteristics in the system to control the demand response, and convert the wind energy generated at night into cold energy and ice storage, reducing the peak electricity consumption of air conditioners during the daytime peaking of ice melting. Specifically, considering the comprehensive operating costs of power supply companies and wind power producers in the system as well as the cost of electricity for air-conditioning users, it establishes the multi-objective optimization model based on energy efficiency and economic benefit which aims at maximizing the interests of power supply companies, wind power producers and air-conditioning users. The non-dominated sorting genetic algorithm-II (NSGA-II) is used to solve the Pareto non-dominated solution set. The optimal solution of the generated Pareto solution set is filtered and selected by the fuzzy membership method. Finally, according to the value of the parameter variables in the optimal solution, the power of the air conditioner and the ice melting capacity of the ice storage device are regulated. The effectiveness and feasibility of the proposed method is verified by the example. This work is supported by Beijing Social Sciences Foundation (No. 18GLB034).