The design of a measurement system to perform Harmonic State Estimation(HSE) is a very complex problem. In particular, the number of available harmonic analysis measurement instruments is always limited. Therefore, a systematic procedure is needed to design the optimal placement of measurement points. This paper presents an optimal algorithm of HSE which is based on an optimal placement of measurement points using Immune Algorithm (IAs). This IA-HSE has been applied to power system for the validation of an optimal algorithm of HSE. The study results have indicated an economical and effective method for optimal placement of measurement points using Immune Algorithm (IAs) in the HSE.