According to the characteristics of shared transmission of wind power and thermal power, based on the principle of prioritizing wind power and improving the transmission corridor utilizing efficiency, an active power control strategy is proposed for the shared transmission of wind power and thermal power. Its difference and cooperation with the control target of traditional automatic generation control(AGC), the coordination control methods for wind power and thermal power, the calculating method for thermal power adjustment, and the method for distributing output power among coal-fired plants or in a coal-fired plant itself are proposed. The relatively good results for putting the proposed strategy into actual operation in Gansu power grid prove its feasibility.