In this paper, based on the analysis of the basic electromagnetic relation for the doubly fed induction generator (DFIG), the fundamental and harmonic equivalent circuits are presented. The harmonic propagation from the stator to the rotor side and in sub-synchronous mode and super-synchronous mode is explained. The model of probabilistic harmonic load flow equivalent circuits for DFIG is presented. Then, the influence of the harmonic from DFIG to a small power system are analysed. Finally, according to the harmonic characteristics of wind turbine, the concept of the probability density function of total harmonic distortion (PDFTHD) is proposed. The impacts on power grid from harmonic propagated by DFIG are analysed by the PDFTHD of each node after the probabilistic harmonic load flow.