This Paper Presents a new methodology for Direct Load Control(DLC) and Unit Commitment. To consider economical effect of DLC, we developed 3-Dimensional dynamic programming which can combine unit commitment and DLC. Traditional dynamic programming has 2-Dimensional which consist of state and stage, but newly developed dynamic programming has DLC state, U.C. state, and stage. As a result, economical DLC and unit commitment schedule of the power system is possible. This method is applied to the test system, and the usefulness of the method is verified.