The advantages of renewable wind energy lead to a rapid growth in the scale of wind power, while lightning strike accidents on wind farm delivery systems have a significant impact on the new power system. The traditional lightning strike warning method requires high data types and sample sizes, and lacks consideration of relative location as well as the distribution of lightning density. A lightning strike warning method for wind farm delivery systems based on the stepped lightning strike probability calculation method was proposed. Firstly, the data of lightning points around a wind farm in Hainan, China in 2020 were analyzed, and the Monte Carlo method was used to find the center of mass of the clusters as well as the density of lightning points to fit the trajectory of the thunderclouds. Then, based on the relative position of the movement trajectory and transmission line, the stepped lightning strike probability calculation method was combined to calculate the value of the lightning strike probability in a short period of time. Finally, the simulation was combined with the operation monitoring data of a wind farm in Hainan from 2020 to 2022. The results show that the relative error of the proposed method is within 15%, and the impact of the difference in the density of lightning points on the warning accuracy is effectively reduced, which ensures the safety of the wind farm delivery system.