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A modified cuckoo search (CS) algorithm is proposed to solve economic dispatch (ED) problems that have nonconvex, non-continuous or non-linear solution spaces considering valve-point effects, prohibited operating zones, transmission losses and ramp rate limits. Comparing with the traditional cuckoo search algorithm, we propose a self-adaptive step size and some neighbor-study strategies to enhance search performance. Moreover, an improved lambda iteration strategy is used to generate new solutions. To show the superiority of the proposed algorithm over several classic algorithms, four systems with different benchmarks are tested. The results show its efficiency to solve economic dispatch problems, especially for large-scale systems.