In traditional power grid, the direction of power flow of transformers is usually fixed in one direction. However, with the integration of the renewable energy sources, such as wind farms, the power flow in the grid becomes fluctuating and uncertain, which may cause the reverse power flow passing the transformer. For example, excessive reverse power flow may lead to the increase of transformer power loss and challenge the thermal stability of the transformer. This paper investigates the impact of wind energy integration on the existing power system infrastructure, such as distribution transformers. Probabilistic power flow (PPF) method is used for the analysis. Firstly, a sampling method based on Halton sequence is applied for PPF calculation. Then, to ensure the accuracy of probabilistic power flow calculation, the correlation between wind speeds of different wind farms is considered. A 30-Bus system is used for the probabilistic analysis of the transformer reverse power flow with different level of wind penetration. The results show that the reverse power flow of transformer may occur before 100% wind penetration is achieved. The higher the total wind power capacity in the grid causes the greater probability of transformer reverse power flow. Also, the location of wind farms will also affect the probability of transformer reverse power flow.