A construction method for an integrated thermal power-energy storage system is proposed. Also a coordinated frequency control strategy is designed to improve the primary frequency control performance of the thermal power unit. In severe active power disturbance scenarios, the rapid response capability of energy storage devices is leveraged to enhance the response rate of the thermal power unit during primary frequency regulation, and improve system frequency drop depth. In normal load fluctuation scenarios, the energy storage device responds to the high-frequency component to suppress frequent actions of primary frequency regulation of the thermal power unit. This paper proposes an energy recovery control strategy for energy storage in which sufficient energy from thermal power is released to recover the state of charge of energy storage to prevent its excessive charging/discharging. Case studies demonstrate that the proposed method can effectively enhance the primary frequency control performance of thermal power units while maintaining the state of charge of energy storage during operation.