A new version of differential evolution (DE) algorithm, in which immune concepts and methods are applied to determine the parameter setting, named immune self-adaptive differential evolution (ISDE), is proposed to improve the performance of the DE algorithm. During the actual operation, ISDE seeks the optimal parameters arising from the evolutionary process, which enable ISDE to alter the algorithm for different optimization problems and improve the performance of ISDE by the control parameters' self-adaptation. The performance of the proposed method is studied with the use of nine benchmark problems and compared with original DE algorithm and other well-known self-adaptive DE algorithms. The experiments conducted show that the ISDE clearly outperforms the other DE algorithms in all benchmark functions. Furthermore, ISDE is applied to develop the kinetic model for homogeneous mercury (Hg) oxidation in flue gas, and satisfactory results are obtained.