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In this study, a two‐hierarchical decentralised coordinated control scheme based on the multi‐agent system (MAS) is proposed to improve the security and the stability of the microgrid. The coordinated switching control strategies are constructed in upper level agent to ensure the microgrid security. The making process of the coordinated switching control strategies is regarded as searching the optimal switching operation mode by means of designing constraint violation function and colour Petri‐net, so that the operation mode of the microgrid can be switched during larger power unbalance. The decentralised continuous control is designed by integrating the outer loop droop controller with the inner loop prescribed performance controller in the lower level unit agents to guarantee its unit system stability. Finally, the simulation results demonstrate the effectiveness of the decentralised coordination control based on MAS. [ABSTRACT FROM AUTHOR]