With an ever increasing penetration of renewable sources, the sub-synchronous oscillation (SSO) problems caused by the interaction between D-PMSGs and weak AC grid has attracted considerable attention from the system operators. Focusing on the above topic, this study presents an analysis of the SSO mechanism considering the dynamic of phase-locked loop (PLL). The equivalent model of D-PMSGs is established considering the dynamic tracking error of the PLL, which can not be ignored in a weak AC grid. Two methodologies, including transfer function analysis and the modal analysis, are adopted to investigate the interaction between D-PMSGs and AC grid and the results intuitively show that dynamic tracking error of the PLL brings the positive feedback to the control loop when the connected AC grid is weak. Simulations are carried out to verify the thetheoretical analysis. Furthermore, the impacts of the parameters of PLL and weak AC grid on SSO are discussed.