Differential game theory is introduced as a new method to solve the problem of coordinating a large number of varied controllers in a power system. The coordination between primary and secondary frequency controls is used as example application， whose differential game model is established and open-loop Nash equilibria are solved. The simulation results on the two-area connected system show that the proposed method can alleviate the conflict between primary and secondary frequency controls， and verify that the application of differential game theory in the field of power system coordinated control is feasible and effective.