In traditional UHVDC transmission systems, the filtering and reactive power compensation devices are generally installed at the power grid side of the converter stations. In order to reduce the negative effects caused by harmonic currents on the converter transformers, a harmonic suppression method of inductive filtering converter transformers with parallel filtering windings was proposed. This paper described the corresponding detailed wiring schemes, explained the filtering mechanism and compared it with the traditional filtering solution. Referring to the engineering parameters of the Jiuquan-Hunan ±800 kv UHVDC transmission project, the simulation models of the proposed harmonic filtering scheme and the traditional schemes were established respectively. Based on the comparative analysis of the currents at the grid and valve sides of the two models, it can come to the conclusion that the proposed harmonic suppression scheme has a better operational performance in contrast with the traditional one.