Large scale grid-connected wind farms participating in primary frequency regulation is an inevitable choice for the grid to protect itself, and the fastness and stability of active power response are the key issues that need to be solved in a wind farm. This paper presents a control strategy for wind farm participating in grid primary frequency regulation based on hierarchical structure. In the wind turbine control layer, an improved active power control strategy with inertial compensation is proposed to improve the response speed of primary frequency regulation. In the wind farm control layer, through the improved inertia response coordinated control and power reserve control strategy, the grid frequency fluctuations are avoided and the reserve power requirements under different wind conditions can be met. Based on Matlab/Simulink, a power system simulation model with wind farm is established, and the simulation results show that the wind farm has the ability to participate in grid primary frequency regulation under full working conditions. Finally, the effectiveness of proposed approaches is confirmed by field tests in a 49.5 MW wind farm. This work is supported by National Key Research and Development Program of China (No. 2018YFB090402) and Science and Technology Project of State Grid Corporation of China (No. NYB17201700151).