By controlling the magnitude and direction of load flow at the PCC (point of common coupling), a grid-connected microgrid can provide load shifting service for utility. However, the variability and randomness of loads and renewable energy sources bring in great fluctuation of exchanging power at the PCC, which is harmful to the operation safety of the grid. To solve this problem, a multi-time scale energy optimization method for microgrid is proposed aiming at load shifting. Firstly, the optimal preseting exchanging power curve is obtained by fuzzy control. Secondly, in order to satisfy the energy control target of microgrid with load shifting, a three time scale multi-energy optimization method is proposed including hourly schedule, regulative schedule and real-time schedule. Finally, the proposed method is applied to a typical microgrid with wind turbine (WT), photovoltaic (PV) generation, batteries and loads, simulation and analysis results verify the efficiency of the proposed multi-time scale method on the spression of the pwer flutuationat PCC.