In recent years, the AC-DC-AC electric locomotives have been wildly applied in electrified railways, deteriorating the current quality of network. Therefore, filters in electrified railways are essential. However, considering the volume and weight of filters, it is inappropriate to install them on locomotives. And resonance accident caused by high-frequency harmonics is hard to suppress because of the low switching speed of high-power Si-based devices. In this article, a novel locomotive auxiliary converter control strategy with harmonic suppression function is proposed to filter harmonic currents injected into the traction supply network. By controlling the auxiliary converter, the strategy could complete the function of rectification and filtering, converting power for auxiliary equipment, filtering the harmonic current, and suppressing resonance accidents with the high-frequency characteristics of SiC devices. For compensating high-frequency harmonics, the parameters of main circuit and control scheme are analyzed to ensure a stable system. The feasibility of the scheme is verified by simulation and RT-LAB hardware-in-loop experiment.