•Classification of frequency response techniques rigorously discussed.•Advantages and disadvantages of frequency support approaches presented.•Effects of secondary frequency dips on the system response addressed.•Frequency control in integrated energy systems elaborated.•New research and applications related directions are addressed. Integrated energy systems are considered as an indispensable part of the pathway towards a low-carbon sustainable future, as well as secure and reliable systems, characterised with a high level of flexibility and resilience. Increased penetration of renewable energy sources into energy systems is contributing to the reduction of carbon emission, thereby reducing the level or air pollution, climate changes and supporting the quality of life on the Earth. In this context, energy conversion systems realized by wind turbine generators have been and are still in the focus of extensive research on different system aspects, from planning, exploitation, monitoring, control, or protection perspective. To maximize the utilisation of available wind energy, modern wind turbine generators are connected to the main grid over power electronics (e.g. Type-3, or Type-4 wind generators). Consequently, they are electromagnetically disconnected from the rest of the power system and they provide little or no inertia, contrary to conventional synchronous generators, synchronously connected to the grid and synchronously operated to each other. This synchronism is necessary to ensure a stable system operation. The reduction of the system inertia imposes serious technical challenges on preserving system frequency stability. As it is known, inertia is one of key factors determining the robustness of power systems against sudden active power imbalances caused by different types of frequency events (generator disconnection, or load connection). The reduction of synchronous power reserves further intensifies this problem by reducing the system ability to maintain frequency within a permissible range following frequency events. Consequently, grid operators demand renewable energy sources, which are also referred to as nonsynchronous generators, to emulate the behaviour of synchronous generators to some extent and to participate in (fast) frequency control upon need. In general, countermeasures applied to these sources to contribute to frequency support are classified into two main categories: a) temporary and b) persistent energy reserve-based approaches. This paper presents a review on latest research findings and developed mechanisms for frequency control using wind energy conversion systems as the most frequently deployed renewable energy sources in modern power systems. Relying on lessons learned from the past two decades, in this paper current and future challenges, feasible solutions and subsequent research prospects are detailed. Some key principles that should underlie future changes of wind integrated energy systems are suggested and further research directions are addressed.