In the power generation system, the increase of wind power penetration rate will bring double economic influence, so it is a key step to determine the reasonable proportion of wind power integration in power planning. Based on the fact that coal-fired power is the main power supply structure in China, the estimation method of economic interval of wind power penetration rate is put forward. Under the premise of guaranteeing the supply of electric quantity, this method calculates the reasonable capacity interval of wind power at the economic level, considering the overall benefit level at the generation side after wind power being connected to the grid. Firstly, the main positive and negative factors that wind power integration brings are analyzed. Secondly, the calculation methods of energy saving, emission reduction benefit, investment cost, reserve capacity cost and peak cost are studied under different wind power penetration rate, and then the calculation method of comprehensive economic benefit is obtained. So, the calculation model of the economic zone of wind power penetration rate can be formed. Finally, through a specific example, the economic change of power generation system under different wind power penetration rate can be calculated. At the same time, the influence of different parameters of the power generation system on the economic zone of the wind power penetration rate is analyzed. The results show that improving the system flexibility and improving the economy of wind power are the keys to achieve the high proportion of wind power integration.