Large-scale development and utilization of wind energy is a significant way to achieve energy transformation and upgrading. However, the stability of large-scale wind farms connected to the grid has become an increasing problem. In an actual system, wind farms cause Sub-Synchronous Oscillation (SSO) of thermal power units. This paper establishes a model of a wind farm and thermal power unit combined delivery system. It applies the harmonic response method and the complex torque coefficient method to analyze the mechanism of SSO induced by wind farms in a fossil fuel power plant. Influencing factors on SSO such as the torsional vibration characteristics of the shafts, the capacity of the wind farm, the wind speed, the gain coefficient of inner current loop of RSC and the electrical distance from the wind farm to the thermal power unit are analyzed. The results show that the higher the observability of the torsional vibration mode of the shaft system, the larger the wind farm capacity, the higher the fan speed, the larger the gain coefficient of inner current loop of RSC and the farther the electric distance between the wind farm and the thermal power unit, the more severe SSO of the thermal power unit. The validity of the above conclusion is verified by time domain simulation of the first IEEE standard model and the IEEE39-bus system. This work is supported by the National Natural Science Foundation of China (No. 51677066).