As the continuous deepening of low-carbon emission reduction policies, the manufacturing industries urgently need sensible energy-saving scheduling schemes to achieve the balance between improving production efficiency and reducing energy consumption. In energy-saving scheduling, reasonable machine states-switching is a key point to achieve expected goals, i.e., whether the machines need to switch speed between different operations, and whether the machines need to add extra setup time between different jobs. Regarding this matter, this work proposes a novel machine multi states-based energy saving flexible job scheduling problem (EFJSP-M), which simultaneously takes into account machine multi speeds and setup time. To address the proposed EFJSP-M, a kind of discrete differential evolution particle swarm optimization algorithm (D-DEPSO) is designed. In specific, D-DEPSO includes a hybrid initialization strategy to improve the initial population performance, an updating mechanism embedded with differential evolution operators to enhance population diversity, and a critical path variable neighborhood search strategy to expand the solution space. At last, based on datasets DPs and MKs, the experiment results compared with five state-of-the-art algorithms demonstrate the feasible of EFJSP-M and the superior of D-DEPSO.