Due to the connection of the large-scale distributed generation to gird and the increasing peak load the user side,the peak-valley difference of traditional units’active power output continues to increase, which poses a serious threat to the secure and economic operation of the system. As a kind of controllable resources, demand response can effectively solve the problems. The electricity market of China is gradually improving. Adding demand response resources into market transactions is conducive to expanding the open degree of the market and promoting the rational allocation of resources. Firstly, the commercial model of the demand response transaction in typical regions are introduced. And the differences of the implementation scheme and the implementation effect are summarized. Then, the enlightenment of the PJM and NEM to the demand response market trading is put forward. Finally, according to the different development stages of electricity market and demand response, the construction emphasis is given. And the construction scheme of Henan power grid is put forward as an example.