In order to enhance the power quality of the 220 kV supply grid of a distribution substation, a novel inductive filtering (IF) method with a four-winding inductive filtering transformer (FW-IFT) connected to passive filters is proposed to prevent the main load harmonic current from flowing into the supply grid. A new IF scheme is introduced and the IF mechanism of the FW-IFT is analyzed in detail. Then, the voltage equations of the FW-IFT under fundamental and harmonic frequencies are established based on the radial circuit, and the filtering performance is analyzed. Finally, the effectiveness and feasibility of the proposed method is verified by MATLAB simulation and prototype experiment.