A wind farm composed of doubly-fed wind turbines (DFWTs) based on the virtual synchronous generator (DFWTs-VSG) control strategy exacerbates the fatigue load on the main shaft of the DFWT-VSGs in the wind farm when responding to the frequency variation of the power system. The central controller of the wind farm can reduce the main shaft fatigue load of each DFWT-VSG by reasonably allocating the required damping coefficient of each DFWT-VSG while engaging in power system frequency response. In this study, a damping coefficient allocation method considering the main shaft fatigue load is proposed. First, a discretization equation that quantifies the relationship between the damping coefficient and its main shaft torque in DFWT-VSG is constructed. Then, based on this discretization equation, the minimization of the sum of main shaft torque fluctuation from all DFWT-VSGs is taken as the objective function in the central controller, and the constraints of the damping coefficient are set based on the support capacity of the wind farm and the operating state of each DFWT-VSG. Finally, the required damping coefficient of each DFWT-VSG is allocated in real-time based on the fmincon algorithm in the central controller. Simulation results verify the superiority of the proposed damping coefficient allocation method.