The rapid development of distributed generation (DG) has deeply transferred the power utilization style. Microgrid is developed for better absorption of distributed generation and has been researched in recent years. Interruptible load (IL) is another method to absorb the randomness and waviness of wind and solar energy, and is considered in this paper for more reliable and efficient deployment of DGs and storage in microgrid. A multi-objective optimization model is proposed for microgrid power sources construction with distributed generation, storage and interruptible load. Objectives of the model are economic cost, environmental cost and annual interruption duration. The model is solved by employing improved NSGA-II with the input of temperature, light intensity, wind speed, and load curve. The case study shows that the Pareto optimal front which covers the optimal solutions under different circumstances is effectively obtained. Thus the supervisor can select the final scheme with full consideration of different objectives. The impacts of IL on economic and environmental cost are also analyzed and demonstrated with many aspects.