The results of theoretical simulation of runaway electron generation in high-pressure pulsed gas discharge with inhomogeneous electric field are presented. Hydrodynamic and kinetic approaches are used simultaneously to describe the dynamics of different components of lowtemperature discharge plasma. Breakdown of coaxial diode occurs in the form of a dense plasma region expanding from the cathode. On this background there is a formation of runaway electrons that are initiated by the ensemble of plasma electrons generated in the place locally enhanced electric field in front of dense plasma. It is shown that the power spectrum of fast electrons in the discharge contains electron group with the so-called “anomalous” energy.