Economic Load Dispatch (ELD) is one of the essential components in power system control and operation. Although conventional ELD formulation can be solved using mathematical programming techniques, modern power system introduces new models of the power units which are non-convex, non-differentiable, and sometimes non-continuous. In order to solve such non-convex ELD problems, in this paper we propose a new approach based on the Social Spider Algorithm (SSA). The classical SSA is modified and enhanced to adapt to the unique characteristics of ELD problems, e.g., valve-point effects, multi-fuel operations, prohibited operating zones, and line losses. To demonstrate the superiority of our proposed approach, five widely-adopted test systems are employed and the simulation results are compared with the state-of-the-art algorithms. In addition, the parameter sensitivity is illustrated by a series of simulations. The simulation results show that SSA can solve ELD problems effectively and efficiently.