In view of the frequency control problem caused by high wind penetration, demand response for the frequency control is investigated. In order to reflect the characteristics of wind power, the frequency response model of high wind penetrated power systems is developed, in which wind generators and thermal generators are modeled respectively. The wind generators can participate in frequency control by temporarily release kinetic energy stored in the rotor. However, this control method cannot cope with large disturbances. To support the frequency control, the demand response adopts a control method which is similar to the under frequency load shedding method. That is, some electrical appliances are switched off when the frequency drops; after the frequency restores, these manipulated appliances are switched on again. The simulation results show that demand response in cooperation with wind generators can greatly improve grid frequency stability.