The participation of demand response（DR）in electricity market trading can enhance the optimal allocation of electricity resources, promote the DR programs implemented sustainably,improve the price mechanism of electricity market, and reduce the risk of electricity market operation. The DR approaches and mechanism under PJM electricity spot market are concluded. The process of DR participating in day-ahead and real-time electricity market,ancillary service market is described, and the principles related with DR approaches and mechanism in electricity spot market is also analyzed. Finally, based on the spot market in our country, the influence of DR mechanism to market transaction and dispatching is analyzed and suggestions for DR program implementation is proposed as well.