As the basis of HVDC power transmission control system, the phase-locked loop (PLL) has a direct influence on the regulation effect of HVDC control system because of its phase-tracking ability to commutation voltage. In view of the current situation that many new PLLs appear recently but lack of horizontal analysis, this paper analyzes the working principle, advantages and disadvantages of traditional αβ PLL, single-phase PLL based on second-order generalized integrator-quadrature signal generator (SOGI-QSG), and new three-phase PLL based on multiple delayed signal cancellation (MDSC). Common faults in actual power grid are simulated test in the RTDS hardware closed-loop test platform of traditional HVDC transmission system, response characteristics of each PLL under various fault conditions are longitudinal compared, the advantages and disadvantages of each PLL are analyzed, which provides theoretical and experimental basis for selecting suitable PLL for future HVDC engineerings.