In　the　smart　grid,　as　a　large-scale　distributed　cyber-physical　system,　Demand　Response　(DR)　plays　an　important　role　in　the　electricity　market.　Various　demand　response　schemes　have　been　developed　to　improve　the　efficiency　and　economy　of　power　utilization.　Nonetheless,　most　existing　schemes,　including　both　market-led　and　system　-led　schemes,　do　not　carefully　take　the　information　security　into　account　in　the　DR　process　so　that　the　power　grid　could　suffer　from　cyber　attacks　(data　integrity　attacks,　etc.).　To　address　this　issue,　in　this　paper　we　proposed　a　resilient　demand　response　scheme　based　on　microgrids,　which　can　achieve　both　great　effectiveness　of　energy　use　and　security　resilience　against　data　integrity　attacks.　In　our　scheme,　the　DR　process　considers　two　power　distribution　stages.　In　the　intra-microgrid　stage,　the　DR　providers　generate　the　list　of　possible　electricity　prices　and　schedules　for　power　delivery.　In　the　inter-microgrid　stage,　utilities　select　the　proper　electricity　price　and　the　schedule　for　power　delivery.　In　this　way,　the　damage　impact　of　attacks　on　the　power　grid　can　be　limited　only　within　isolated　microgrids　that　are　compromised,　while　other　microgrids　that.　are　not　compromised　can　operate　effectively.　Our　experimental　results　show　that　our　scheme　can　not　only　bring　better　benefits　to　all　participants,　but　also　achieve　a　greater　security　resilience　in　the　DR　process　in　comparison　with　existing　schemes.