Blocking filters (BFs) are applied to reduce the risk of shaft related subsynchronous resonance (SSR) in thermal power plants connected to series compensated transmission lines. However, when doubly-fed induction generator (DFIG)-based wind farms are connected in parallel with the existing thermal power plants, the same BFs may cause unstable subsynchronous interaction (SSI) with the DFIGs. This paper investigates the potential risk of this new type of SSI caused by BFs, which are originally designed to reduce the SSR risk. First, a representative system model of thermal power units with BFs and DFIGs integrated into grid is established. Then, impedance-based analyses and time-domain simulations are carried out to analyze the mechanism and characteristics of the SSI. The results indicate that the interaction between BFs and DFIGs may induce unstable oscillation in the system. In particular cases where series compensation in the transmission line is bypassed, the risk of SSI instability still exists. With series compensation operating normally, the interaction among BFs, DFIGs, and series compensated lines becomes even more complex. The paper also investigates the effects of system parameters such as the number of online DFIGs, wind speed, and series compensation level on the SSI characteristics.