An improper design on the mechanism or operating mode of energy-saving generation dispatching（ESGD） could bring negative effects on the development and operation of electricity markets. Consequently， how to make an appropriate coordination between the objective of ESGD and the role of electricity markets in optimizing resource allocation is then a very important issue to be investigated in China. A segment model for energy-saving electricity markets is developed in this work for this purpose. At first， the principles on ESGD designing and the scope for its implementation are analyzed， and then a segment model is presented with the objective of decreasing the ESGD's negative effects on the electricity market development and operation， while respecting the given target of energy-saving and loss reduction. A stochastic optimization formulation for optimizing the segment model of energy-saving electricity markets is built in the framework of the well-established chance-constrained programming， with an objective of compromising the electricity purchasing cost minimization and the social welfare maximization. Finally， a numerical example is employed to demonstrate the essential features of the developed segment model and the effectiveness of the chance-constrained programming based method.