With the rising adoption of wind energy, the system frequency regulation (FR) capability decreasing, and the thermal power units FR capability alone is insufficient to cope with scenarios where large disturbances occur, thus wind turbines must be put into service as a support supplement to the FR capability. In this paper, an optimal primary frequency support (PFS) demand dispatch for multiple wind turbines considering loss of captured wind energy is proposed. Firstly, a mathematical model of the wind turbine is established for the changes of active power output and rotational speed during PFS, and a stepwise inertia combined with a slope inertia PFS control strategy is proposed to analyze and derive the wind energy loss captured by the wind turbine during primary frequency support operations. Secondly, following the parameterization of the SFR model using actual operational parameters from a provincial power system and considering the distribution of installed power grid types, the system’s total demand for PFS is calculated with reference to the minimum frequency. Lastly the optimal scheduling of PFS demand among multiple wind turbines is realized by considering the wind energy loss.