It Is reported that the supercontinuum spectrum can be generated in holey microstructure fibers by femtosecond laser pulses with a 800nm center wavelength. Broadband continua extending from 440 to 890nm are generated in holey microstructure fibers. Based on the theory of scalar approximation, the effective refractive index of the cladding and effective area for the fundamental space-filling mode and chromatic dispersion of fibers are calculated. It is found that the holey microstructure fibers have specifically the ability of controlling dispersion and waveguide property.The mechanism of supercontinuum generation in holey microstructure fibers is explicated preliminarily. The theoretic analysis is in good accodance with the experimental result.It is considered that supercontinuum broadband spectrum can be generated in holey microstructure fibers even if their cladding constitutes of random gas-line.