Derivatives (Details) In Millions, unless otherwise specified	9 Months Ended			9 Months Ended			9 Months Ended												9 Months Ended
	Sep. 30, 2012 USD ($)	Sep. 30, 2012 Fair Value Hedging [Member] USD ($)		Sep. 30, 2012 Alabama Power [Member] USD ($)	Sep. 30, 2012 Alabama Power [Member] Cash Flow Hedging [Member] USD ($)		Sep. 30, 2012 Georgia Power [Member] USD ($)	Sep. 30, 2012 Gulf Power [Member] USD ($)	Sep. 30, 2012 Mississippi Power [Member] USD ($)		Sep. 30, 2012 Mississippi Power [Member] EUR (€)	Sep. 30, 2012 Mississippi Power [Member] Derivatives not designated as hedges [Member] USD ($)		Sep. 30, 2012 Mississippi Power [Member] Derivatives not designated as hedges [Member] EUR (€)		Sep. 30, 2012 Mississippi Power [Member] Fair Value Hedging [Member] USD ($)		Sep. 30, 2012 Mississippi Power [Member] Fair Value Hedging [Member] EUR (€)	Sep. 30, 2012 Southern Power [Member] USD ($)	Sep. 30, 2012 Gas [Member] MMBTU	Sep. 30, 2012 Gas [Member] Alabama Power [Member] MMBTU	Sep. 30, 2012 Gas [Member] Georgia Power [Member] MMBTU	Sep. 30, 2012 Gas [Member] Gulf Power [Member] MMBTU	Sep. 30, 2012 Gas [Member] Mississippi Power [Member] MMBTU	Sep. 30, 2012 Gas [Member] Southern Power [Member] MMBTU
Energy-related derivative contracts
Net Purchased mmBtu																				270,000,000	55,000,000	107,000,000	63,000,000	36,000,000	9,000,000
Longest Hedge Date																				2017	2017	2017	2017	2017	2012
Longest Non-Hedge Date																				2017					2017
Notional amount of interest rate derivatives
Notional Amount				$ 300
Notional Amount, Fair Value	350
Notional Amount of interest rate derivatives, Total	650
Interest Rate Received		0.0415			3-month LIBOR
Interest Rate Paid		3-month LIBOR  + 1.96%	[1]		0.0290	[1]
Hedge Maturity Date		May 01, 2014			Dec. 01, 2022
Fair Value Gain (Loss) June 30, 2012	(19)	13			(32)
Total deferred gains and losses are expected to be amortized into earnings
Estimated Gain (Loss) to be Reclassified for the 12 Months Ending June 30, 2013	(16)			(2)			(3)	(1)	(1)										(9)
Total Deferred Gains (Losses) Amortized Through	2037			2035			2037	2020	2022		2022								2016
Notional amount of outstanding foreign currency derivatives
Notional Amount											11.2			10.5	[2]			0.7
Forward Rate												1.2571	[1],[2]			1.3758
Hedge maturity date																March 2014		March 2014
Fair Value Gain (Loss) June 30, 2012									$ 0	[3]		$ 0	[2],[3]			$ 0	[3]

[1] Weighted average

[2] Derivatives are not designated as hedges due to the uncertainty of future contract payment dates.

[3] Amounts are not material at September 30, 2012.