A power trading system of virtual power plant includes a plurality of virtual power plants connected to a power system and including a distributed energy resource; a heat conversion device connected to the power system and converting the power generated from the plurality of distributed energy resources into thermal energy; and a power trading device configured to analyze an excess and insufficient power amount of the plurality of virtual power plant due to an output variation of the distributed energy resource, control power trading between the plurality of virtual power plant, the power system, or the heat conversion device by using the analysis result of the excess and insufficient power amount to stabilize the output of the power system and the virtual power plant.