Under Smart Grid circumstance, the problem that the large grid system is difficult to schedule can be solved by the micro-grid. Meanwhile, the shortage of traditional energy makes the demand-supply gap enlarge and renewable energy will become the primary energy supply in the future. Therefore, the study on how to expand renewable energy in the co-generation system in micro-grid is of great significant and valuable. In this paper, the minimum total cost of the expansion plan and the improvement of micro-grid reliability are taken as the optimal goal. The expansion planning model of the wind-thermal co-generation system is established, which uses the Harmony Search (HS) and the Genetic Algorithm (GA) to simulate a micro-grid with five nodes in a decade respectively. The comparison results of the simulation results show that the expansion planning model of the co-generation system with the HS method is more feasible and effective than that with GA. Through the research on the expansion planning of wind-thermal co-generation system, it can provide the decision support and reference for the long-term expansion planning of co-generation system in micro-grid under the Smart Grid.