In this paper, we propose a risk-constrained stochastic programming decision framework for Internet data center (IDC) operators under smart grid environment, which can achieve the tradeoff between operation risk and expected energy cost according to the risk preferences of IDC operators. In the proposed decision framework, self-generation is adopted as one of the power sources for IDCs besides spot markets and forward markets, which can help to achieve lower expected energy cost and lower or identical operation risk simultaneously when compared with the existing scheme without considering self-generation. Simulation results show the effectiveness of the proposed decision framework.