This paper proposes a distributed economic model predictive control(DEMPC) approach for the load frequency control(LFC) of the multi-area interconnected power system with wind power integration. By decomposing the power system into several dynamically coupled subsystems, these subsystems can communicate and share information through the network, so that the controllers in each region can solve their own optimization problems. By minimizing the cost function, the proposed DEMPC method realizes the LFC while ensuring the state constraints and the control input constraints. The cost function is chosen based on the principle that the traditional thermal power plant has the priority while the wind power plant coordinates with the thermal power plant. In order to improve the overall operation economics, the stage cost function of the DEMPC controller considers the economic performance indices, i.e., load frequency regulation cost, fuel consumption cost, and wind power generation cost. The simulation results and analysis show that the designed DEMPC controller not only meets the frequency modulation requirements under the step load disturbance, but also has certain advantages in terms of computational burden and economic performance.