This paper proposes an active power control method for supporting grid frequency regulation in wind farms (WF) considering improved fatigue load sensitivity of wind turbines (WT). The control method is concluded into two parts: frequency adjustment control (FAC) and power reference dispatch (PRD). On one hand, the proposed Fuzzy-PID control method can actively maintain the balance between power generation and grid load, by which the grid frequency is regulated when plenty of winds are available. The fast power response can be provided and frequency error can be reduced by the proposed method. On the other hand, the sensitivity of the WT fatigue loads to the power references is improved. The explicit analytical equations of the fatigue load sensitivity are re-derived to improve calculation accuracy. In the process of the optimization dispatch, the re-defined fatigue load sensitivity will be used to minimize fatigue load. Case studies were conducted with a WF under different grid loads and turbulent wind with different intensities. By comparing the frequency response of the WF, rainflow cycle, and Damage Equivalent Load (DEL) of the WT, the efficacy of the proposed method is verified.