Frequency stability of the power system is impacted by the increasing penetration of wind power because the wind power is intermittent. Meanwhile, sometimes the demand side loads increase quickly to require more power than total power produced. So balancing the active power in the power system to maintain the frequency is the main challenge of the high penetration of wind power to the smart grid. This paper proposes coordination rotor speed control (RSC), pitch angle control (PAC) and inertial control (IC) to control wind turbines, together with demand side response (DSR) participating in frequency regulation to balance active power in the power system. Firstly, the model of a single area load frequency control (LFC) system is obtained, which includes variable-speed wind turbines (VSWT) and DSR containing aggregated air conditioners and plug-in electric vehicles (PEVs). Then the RSC, PAC and IC, which controls wind turbines participating in frequency regulation in the power system, are introduced, respectively. Finally, the coordination of these three methods for wind turbines in different wind speeds is proposed. Case studies are carried out for the single area LFC system with a wind farm and DSR supported grid frequency. Coordination RSC and PAC combined IC are used to control wind turbines with DSR to balance active power in the power system. The proposed method used in the power system with high penetration of wind power and fluctuation of demand load is tested, respectively. Coordinated RSC or PAC with DSR can increase penetration of wind power and reduce peak load.