Fair Value Accounting (Details) (USD $)	9 Months Ended
	Sep. 30, 2011	Dec. 31, 2010
Established guidelines for short-term investments to mitigate potential credit risk [Abstract]
Minimum assets under management in money market funds	$ 1,000,000,000
Minimum existence of investments (in years)	not less than two years
Maximum portfolios composition securities issued by foreign entities (in hundredths)	50.00%
Liability Description
Net current risk management liability	5,200,000
HedgingLiabilitiesCurrentGross	5,700,000
Current margin deposits	500,000	4,300,000
Option premiums	0
Institutional money market funds cash and cash equivalents	153,700,000
Institutional money market funds current restricted cash	3,600,000
Institutional money market funds non-current restricted cash	25,300,000
Cleco Power [Member]
Liability Description
Institutional money market funds cash and cash equivalents	139,500,000
Institutional money market funds current restricted cash	3,600,000
Institutional money market funds non-current restricted cash	25,200,000
Cleco Power [Member] | Carrying Value [Member]
Financial instruments not marked-to-market
Cash and cash equivalents	143,015,000	184,912,000
Restricted cash	28,807,000	40,951,000
Long-term debt, excluding debt issuance costs	1,376,567,000	1,388,836,000
Cleco Power [Member] | Estimated Fair Value [Member]
Financial instruments not marked-to-market
Cash and cash equivalents	143,015,000	184,912,000
Restricted cash	28,807,000	40,951,000
Long-term debt, excluding debt issuance costs	1,566,805,000	1,447,063,000
Cleco Power [Member] | Measured on a Recurring Basis [Member] | Estimated Fair Value [Member]
Asset Description
Energy market derivatives		97,000
Institutional money market funds	168,307,000	224,451,000
Total assets	168,307,000	224,548,000
Liability Description
Energy market derivatives	5,685,000	15,245,000
TreasuryRateLock	29,962,000
Total liabilities	35,647,000	15,245,000
Cleco Power [Member] | Measured on a Recurring Basis [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]
Liability Description
Energy market derivatives	381,000	3,317,000
Total liabilities	381,000	3,317,000
Cleco Power [Member] | Measured on a Recurring Basis [Member] | Significant Other Observable Inputs (Level 2) [Member]
Asset Description
Energy market derivatives		97,000
Institutional money market funds	168,307,000	224,451,000
Total assets	168,307,000	224,548,000
Liability Description
Energy market derivatives	5,304,000	11,928,000
TreasuryRateLock	29,962,000
Total liabilities	35,266,000	11,928,000
Cleco Power [Member] | Maximum Amount of Loss [Member]
Fair Value, Concentration of Risk, Financial Statement Captions [Line Items]
Concentrations of credit risk through short-term investments	168,300,000
Concentrations of credit risk through short-term investments in cash	139,500,000
Concentrations of credit risk through short-term investments in restricted cash	28,800,000
Carrying Value [Member]
Financial instruments not marked-to-market
Cash and cash equivalents	158,232,000	191,128,000
Restricted cash	28,903,000	41,048,000
Long-term debt, excluding debt issuance costs	1,376,567,000	1,403,836,000
Preferred stock not subject to mandatory redemption		1,029,000
Estimated Fair Value [Member]
Financial instruments not marked-to-market
Cash and cash equivalents	158,232,000	191,128,000
Restricted cash	28,903,000	41,048,000
Long-term debt, excluding debt issuance costs	1,566,805,000	1,462,063,000
Preferred stock not subject to mandatory redemption		844,000
Measured on a Recurring Basis [Member] | Estimated Fair Value [Member]
Asset Description
Energy market derivatives		97,000
Institutional money market funds	182,603,000	229,748,000
Total assets	182,603,000	229,845,000
Liability Description
Energy market derivatives	5,685,000	15,245,000
TreasuryRateLock	29,962,000
Total liabilities	35,647,000	15,245,000
Maximum Amount of Loss [Member]
Fair Value, Concentration of Risk, Financial Statement Captions [Line Items]
Concentrations of credit risk through short-term investments	182,600,000
Concentrations of credit risk through short-term investments in cash	153,700,000
Concentrations of credit risk through short-term investments in restricted cash	28,900,000
Treasury Rate Locks [Member]
Interest rate cash flow hedge [Abstract]
Description of hedged item	interest rate exposure on coupon payments related to a forecasted debt issuance.
Notional amount of Treasury rate lock	150,000,000
Unrealized mark-to-market gain (loss) on treasury rate lock	(30,000,000)
Reference Rate As Of Contract Date	3.77%
Reference Rate As Of Period End	2.89%
Measured on a Recurring Basis [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]
Liability Description
Energy market derivatives	381,000	3,317,000
Total liabilities	381,000	3,317,000
Measured on a Recurring Basis [Member] | Significant Other Observable Inputs (Level 2) [Member]
Asset Description
Energy market derivatives		97,000
Institutional money market funds	182,603,000	229,748,000
Total assets	182,603,000	229,845,000
Liability Description
Energy market derivatives	5,304,000	11,928,000
TreasuryRateLock	29,962,000
Total liabilities	35,266,000	11,928,000
Derivatives Not Designated As Hedging Instruments [Member] | Fuel Cost Hedges [Member]
Fair values of derivative instruments [Abstract]
Total	(5,685,000)	(15,148,000)
Derivatives Not Designated As Hedging Instruments [Member] | Fuel Cost Hedges [Member] | Risk Management Liability, Net [Member]
Fair values of derivative instruments [Abstract]
Current	(5,685,000)	(13,497,000)
Derivatives Not Designated As Hedging Instruments [Member] | Fuel Cost Hedges [Member] | Other Deferred Credits [Member]
Fair values of derivative instruments [Abstract]
Long-term		$ (1,651,000)