The harmonics exacerbated by the integration of distributed energy such as wind power has been extensively studied. However, the interaction and propagation mechanism between harmonic sources in the hydro-wind complementary generation system are still not clear. To tackle this challenge, the presented study establishes the hydro-wind complementary generation system model and explores the harmonics propagation and interaction in all components. Then three operation mode of complementary system (scenario 1: stand-alone Hydroelectric Generating System, scenario 2: stand-alone Wind Farm (WF) and scenario 3: complementary generation system) are selected. The results demonstrate that the integration of HGS diminishes the harmonic at DFIG side but at the grid side. In complementary generation system, the THDu rises but the corresponding THDi declines due to the regulation of power grid. Furthermore, the odd harmonics interactions analysis reveal that the doubly-fed induction generator's (DFIG) side and the stator's side are the two high-risk sources in the complementary generation process. The presented results provide a basis for power quality evaluation of hydro-wind complementary generation system.