The fluctuations and uncertainties of wind power increase the frequency regulation pressure of conventional power plants. This paper introduces an active power control strategy with auxiliary frequency regulation function of wind farms. With this active power control strategy, wind farms can work in normal operation mode or in auxiliary regulation mode. Wind farms in normal operation mode can trace the power command to the utmost extent. When the system frequency drops large, to respond this change, the wind farms can switch to auxiliary regulation mode automatically. Simulation results show that the wind farms can assist the conventional power plants to regulate the system frequency effectively.