This paper proposes a novel coordinated control strategy for a voltage source converter (VSC) based high-voltage direct current (HVDC) grid integrated offshore wind farms (OWFs) to damp the power system oscillations. A feature of this strategy is aiming to use the DC-link capacitor energy of offshore wind turbines (WTs) to reduce interactions between power oscillations and HVDC grid voltage when onshore grid-side VSCs (GSVSCs) modulate the active and reactive power injections. Unlike the previous communication-based method, the coordination from offshore WTs in this strategy depends on the local measurements of the HVDC grid voltage instead of the remote communication data from the onshore AC grid. A modified IEEE 39-bus power system with a 5-terminal VSC-HVDC grid connected to two OWFs has been developed to validate the effectiveness of this proposed strategy. Both the eigenvalue analysis and time-domain simulation results indicate that this strategy can significantly improve the power oscillation damping (POD). Comparative simulation studies also conclude that the proposed strategy has similar POD improvements to the previous communication-based method without the negative impact of communication delay from onshore to offshore.