Large-scale wind power farms in China are suffering from large amounts of curtailed wind power in the conventional dispatching mode. Energy-intensive loads have great potential in providing service regulation to help consume the curtailed wind power. However, constrained by technical limitations, the regulating power of energy-intensive loads cannot fully follow the fluctuating wind power. This would result in insufficient utilization of the regulation capability of energy-intensive loads, which limits the promotion in consumption of curtailed wind power brought by load-source coordination. With this concern, a brand new method for further consuming the curtailed wind power, which involves using coal-fueled units to provide ancillary regulation for the coordination of energy-intensive loads and wind power is presented, and a corresponding bi-level coordinative model is also established. The first level of optimization is intended to maximize the consumption of curtailed wind power with minimum ancillary regulation energy. The second level of optimization is to allocate the ancillary regulating power with minimum regulation cost. Wind power consumption was increased by 3,369.25 MWh and utilization rate of energy-intensive loads was promoted to 100% in the case analysis, which verifies the effectiveness of the proposed method.