Generation dispatch considering environmental objectives in interconnected areas is discussed, and a new multi-objective coordinated optimization strategy is proposed. In several interconnected areas, a different preference factor is set in every relatively independent region according to its specific conditions. This strategy has improved the conventional way of using the same preference factor in all regions. Formula derivation shows that the preference factor of each region is closely related to the production cost coefficients, pollution emission coefficients, as well as network parameters. A simulation example shows that the method proposed is capable of optimizing the calculation results of the whole system to protect environment with the least possible economic losses.