With high penetration of renewable energy, the cost of frequency control ancillary services (FCAS) has increased substantially and has become one of the main barriers to utilize clean and inexhaustible wind, solar and like power resources in large scale. After investigating a variety of often used energy storage devices (ESDs), the authors present a tiered energy storage system (TESS) for self-provision of regulation services by wind farms. Designed through employing different characteristics of these ESDs with respect to capacity, responding speed and investment/operation costs, the TESS can be applied for FCAS of power grids integrated with wind farms, including frequency regulation and contingency services. Simulations carried out in the research has verified the feasibility of the TESS.