In the wind farm(WF), there exists a serious uneven distribution of damage equivalent load(DEL) on the wind turbine(WT), which increases the maintenance cost of wind power generation. Previous researches focus on a single objective such as the total or the standard deviation of fatigue loads for optimal control. To address these, this paper proposes a coordinative optimization by considering an improved fatigue load index. The coordinative optimization is achieved on both WF level and WT level. For WF level, a state-space model is built for the active power dispatch by utilizing small signal linearization. Then, an improved sensitivity analysis is performed to evaluate the fatigue load on the component of the tower and shaft. Further, a coordinative multi-objective function is designed, which minimizes the total DEL of the WF, and balances the individual fatigue load distribution of the WT. For WT level, an adaptive internal model control is proposed to suppress both tower vibrations and torque fluctuation of the main shaft. Several experiments are performed to verify the significance of the proposed method with the weight analysis of power and load coefficient. The comparison results reveals the superiority of the coordinative optimization in restraining the total DEL of the WF, balancing WF fatigue distribution, decreasing the DEL of the single WT, and satisfying the power reference tracking simultaneously.