As the terminal equipment in power system, power transformer is directly related to the safety and stability of power grid. The faults of transformer may bring great harms to the entire power grid and result in huge loss. The insulation defect of transformer winding is the main cause of the transformer fault. Therefore, the study of transformer winding insulation defect detection method has important engineering significance. This paper studies the wave process of transformer winding with Duhamel integral in this paper, and calculates the high frequency zero state response under the condition that the transformer winding has good insulation when the standard lightning wave invades the transformer. With the application of analytical continuation Fourier series, this paper also analyzes and calculates the measurable end current of transformer winding with insulation defects under the invasion of standard lightning wave. The above currents are compared and analyzed. The work of this paper is helpful to the fault diagnosis of transformer winding insulation defects.