In order to overcome the demerits of poor deeply searching ability and easily relapsing into local extremum in basic Fruit Fly Optimization Algorithm (FOA), a new algorithm named Shuffled Fruit Fly Optimization Algorithm with Local Deep Search (SFOALDS) was proposed. The local optimal individual in each group was deeply searched circularly by referencing updating strategy of Shuffled Frog Leaping Algorithm (SFLA). SFOALDS not only efficiently avoids relapsing into local extremum, but also improves convergence velocity and convergence precision in the late evolution. The experimental results show that the proposed algorithm has better global searching performance than basic FOA and SFLA, especially on high dimensional functions.