This paper reviews the latest development of the impact of the large amount of integrated wind power on small signal stability (SSS) of power systems and the auxiliary control strategies to improve SSS. Firstly, the basic concepts of SSS are illuminated. And different types of the wind turbines and the related modes are introduced. Secondly, the study methods are classified into two categories: determined analysis-based method and probabilistic analysis method. And the impacts of various wind turbines on SSS of power systems are analyzed. Then the auxiliary controllers of wind turbines to improve the damping of power systems are summarized and discussed. Finally, the further work is proposed.