Building heat, ventilation and air conditioning (HVAC) systems are good candidates for demand response (DR) programs as they can flexibly alter their consumption to provide ancillary services to the grid and contribute to frequency and voltage regulation. One of the major ancillary services is the load following demand response (DR) program where the demand side tries to track a DR load profile required by the grid. This paper presents a real-time Model Predictive Control (MPC) framework for optimal operations of a micro-scale concentrated solar power (MicroCSP) system integrated into an office building HVAC system providing ancillary services to the grid. To decrease the energy cost of the building, the designed MPC exploits, along with the flexibility of the building’s HVAC system, the dispatching capabilities of the MicroCSP with thermal energy storage (TES) in order to control the power flow in the building and respond to the DR incentives sent by the grid. The results show the effect of incentives in the building participation to the load following DR program in the presence of a MicroCSP system and to what extent this participation is affected by seasonal weather variations and dynamic pricing.