With the increase in the complexity and informatization of power grids, new challenges, such as access to a large number of distributed energy sources and cyber attacks on power grid control systems, are brought to load-frequency control. As load-frequency control methods, both aggregated distributed energy sources (ADES) and artificial intelligence techniques provide flexible solution strategies to mitigate the frequency deviation of power grids. This paper proposes a load-frequency control strategy of ADES-based reinforcement learning under the consideration of reducing the impact of denial of service (DoS) attacks. Reinforcement learning is used to evaluate the pros and cons of the proposed frequency control strategy. The entire evaluation process is realized by the approximation of convex neural networks. Convex neural networks are used to convert the nonlinear optimization problems of reinforcement learning for long-term performance into the corresponding convex optimization problems. Thus, the local optimum is avoided, the optimization process of the strategy utility function is accelerated, and the response ability of controllers is improved. The stability of power grids and the convergence of convex neural networks under the proposed frequency control strategy are studied by constructing Lyapunov functions to obtain the sufficient conditions for the steady states of ADES and the weight convergence of actor–critic networks. The article uses the IEEE14, IEEE57, and IEEE118 bus testing systems to verify the proposed strategy. Our experimental results confirm that the proposed frequency control strategy can effectively reduce the frequency deviation of power grids under DoS attacks.