The multi-focus image fusion method is used in image processing to generate all-focus images that have large depth of field (DOF) based on original multi-focus images. Different approaches have been used in the spatial and transform domain to fuse multi-focus images. As one of the most popular image processing methods, dictionary-learning-based spare representation achieves great performance in multi-focus image fusion. Most of the existing dictionary-learning-based multi-focus image fusion methods directly use the whole source images for dictionary learning. However, it incurs a high error rate and high computation cost in dictionary learning process by using the whole source images. This paper proposes a novel stochastic coordinate coding-based image fusion framework integrated with local density peaks. The proposed multi-focus image fusion method consists of three steps. First, source images are split into small image patches, then the split image patches are classified into a few groups by local density peaks clustering. Next, the grouped image patches are used for sub-dictionary learning by stochastic coordinate coding. The trained sub-dictionaries are combined into a dictionary for sparse representation. Finally, the simultaneous orthogonal matching pursuit (SOMP) algorithm is used to carry out sparse representation. After the three steps, the obtained sparse coefficients are fused following the max L1-norm rule. The fused coefficients are inversely transformed to an image by using the learned dictionary. The results and analyses of comparison experiments demonstrate that fused images of the proposed method have higher qualities than existing state-of-the-art methods.