The complexity of cascaded hydrothermal power system that its scheduling cannot be solved by the traditional method. Improved differential evolution algorithm is proposed and the scheduling problem are solved. In order to make full use of the information contained in the best individual of the population, variable weighting factor is applied to improve differential evolution algorithm, thereby the search ability of the algorithm is enhanced. The balance constraints of the scheduling problem is solved by heuristic strategy. The heuristic strategies based on priority list are devised to fully use thermal units with the lower average full-load cost and satisfy the dynamic balance constraints of power system. During the process of handling balance constraints, part of the individual’s value is changed, so that the search space is extended and the even better solutions are obtained. The simulation results show that the proposed approach can effectively solve the scheduling problem of cascaded hydrothermal power system.