The output fluctuation of wind power system has brought huge hidden dangers to the grid. In recent years, the application of energy storage devices to stabilize the fluctuation has been greatly developed. In this paper, a control strategy for wind power fluctuation based on hybrid energy storage of battery and super-capacitor is proposed. Due to the performance characteristics of battery and super capacitor, a low-pass filter is designed to separate the output into low frequency for battery, and high frequency for super-capacitor. A voltage and current double closed-loop coordination controller is further designed to realize the frequency division mixed energy throughput of the battery and the super capacitor. The simulation results show that the proposed hybrid energy storage system effectively suppresses the power fluctuation of wind power system and prolongs the service life of the battery.