Demand side active participation in the dispatching process can mitigate the pressure on conventional unit generation and improve renewable energy accommodation. How to fully exert the dispatch capacity of load side, using demand response efficiently is the issue needing to be researched. This paper describes a novel multi-time scale scheduling strategy for source-load coordination considering demand response block participation. First, considering the difference in response characteristics and response duration of different loads, the demand response load is divided into four types and the scheduling day is divided into different participation periods. A demand response model with load agents is established. Second, a multi-time scale scheduling model that consists of day-ahead, intra-day 2-hour and intra-day 15-minute scheduling is formulated to coordinate the scheduling of source and load resources. Finally, a simulation verification is carried out on the improved 10-machine system. The results show that the proposed strategy can schedule demand response well and effectively reduce the operating cost of the system, as well as increase the penetration of wind generation and reduce wind power curtailment. This work is supported by the National Natural Science Foundation of China (No. 51767023).