The primary method for power system frequency stablity study currently is to make the equivalent of the power system into a sigle-machine with centralized load which based on Low-order System Frequency Response (SFR) model proposed by Anderson. Usually, the influences of boiler and auxiliaries on power system dynamic frequency are ignored. A simplified close-loop dynamic model based on SFR model of coal fired power plant for power system dynamic frequency study is proposed. The boiler, auxiliaries and unit control system are included in this model. The induction motors’ frequency characteristic of auxiliaries powered by plant power is also considered in the closed loop model. Simulations and comparisons of power system dynamic frequency have been done among the systems with constant steam pressure, auxiliaries powered by infinite power source and auxilairies powered by plant-power. The simulation results show that the effect of boiler and auxilairies should be taken into account when the power system is under large disturbances.