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In this paper, a distributed randomized gradient-free algorithm (DRGF) is employed to solve the complex non-convex economic dispatch problem whose non-convex constraints include valve-point loading effects, prohibited operating zones, and multiple fuel options. The DRGF uses the Gauss approximation, smoothing parameters, and a random sequence to construct distributed randomized gradient-free oracles. By employing a consensus procedure, generation units can gather local information through local communication links and then process the economic dispatch data in a distributed iteration format. Based on the principle of projection optimization, a projection operator is adopted in the DRGF to deal with the discontinuous solution space. The effectiveness of the proposed approach in addressing the non-convex economic dispatch problem is demonstrated by simulations implemented on three standard test systems.