Under the background of new power system, the addition of grid-forming (GFM) direct-drive permanent magnet synchronous generator (D-PMSG) wind turbine (WT) can improve the active support ability of wind farm. Based on the modular multi-harmonic modeling method, this paper firstly establishes the harmonic relational equation of the machine-side converter (MSC) with double-closed-loop control, then establishes the equation of the grid-side converter (GSC) with virtual synchronous generator (VSG) control. Finally, this paper associates the harmonic relational equations of the two parts through the transfer relationship of the DC bus, and then obtains the sequence impedance model of the VSG-based GFM D-PMSG WT by simultaneous solution. This can provide certain theoretical support and engineering value for the large-scale grid-connection of D-PMSG wind farms in the context of new power systems.