Energy group structure has a significant effect on the results of multigroup transport calculations. It is known that $UO_2-PuO_2$ (MOX) is a recently developed fuel which consumes recycled plutonium. For such fuel which contains various resonant nuclides, the selection of energy group structure is more crucial comparing to the $UO_2$ fuels. In this paper, in order to improve the accuracy of the integral results in MOX thermal lattices calculated by WIMSD-5B code, a swarm intelligence method is employed to optimize the energy group structure of WIMS library. In this process, the NJOY code system is used to generate the 69 group cross sections of WIMS code for the specified energy structure. In addition, the multiplication factor and spectral indices are compared against the results of continuous energy MCNP-4C code for evaluating the energy group structure. Calculations performed in four different types of $H_2O$ moderated $UO_2-PuO_2$ (MOX) lattices show that the optimized energy structure obtains more accurate results in comparison with the WIMS original structure.