In the view of the non-flexibility of the conventional centralized optimization algorithms, in this text, a consensus-based distributed algorithm is adopted to solve the environmental-economic scheduling problems for the combined heat and power (CHP) generation systems. The relationship between fuel consumption and pollution emissions of a generation unit is modeled using the equivalence performance coefficient of heat supply to characterize the equivalent conversion between heat and power. The environmental-economic multi-objective optimal dispatch model is established for the CHP systems. To realize the optimization dispatch problem of CHP systems in a distributed way, the consensus-based distributed algorithm is adopted to solve the multi-objective optimal dispatch model. The simulation and analysis of the cases are used to verify the feasibility of the strategy for the environmental-economic dispatch of CHP systems.