With the gradual increase in the penetration rate of wind power, a power system lacking traditional frequency regulation resources will face the problem of frequency security and stability. Therefore, this paper proposes a distributed wind-storage coordinate frequency control strategy based on a multi-agent system. First, each agent uses the average consensus algorithm to accurately share global information, and then uses the distributed economic algorithm to determine the optimal load shedding ratio of each wind turbine according to the obtained global information. When a frequency disturbance occurs in the power system, each agent adjusts the control parameters through a distributed method, and controls the corresponding wind-storage equipment to assist the synchronous generator set to participate in the inertia response and primary frequency control. Finally, the effectiveness of the proposed control strategy is verified by simulation. The results show that the proposed control strategy can ensure that the system frequency meets the dynamic response index. This work is supported by the National Natural Science Foundation of China (No. 51977128).