The installation of energy storage system to smooth the fluctuations of wind power output connected to the grid can effectively improve the electric quality and increase economic benefits of wind-generated electricity. Aiming at the overall profit maximization of wind power generation and storage system (WPGSS), taking the smoothing effect of active power output, the cost of hybrid energy storage system, and the earnings of wind power connected to the grid into consideration, this paper brings forward a game theory-based coordination and optimization control methodology for WPGSS adopting two low-pass filters to smooth the fluctuation of wind power output. The smoothing control to the active power of wind power and the power distribution of the hybrid energy storage system is respectively achieved by regulating the time constants of the two filters. With the combinations of wind power-batteries and wind power-super-capacitors as game's participants and the maximization of the WPGSS's overall profit as game's goal constraint conditions, game theory is introduced to realize the coordination and optimization between the time constants of the two filters. For comparative analysis, the model's optimal solution is respectively worked out by genetic algorithm and particle swarm optimization. The simulation results verify the effectiveness of the proposed method and provide a theoretical basis for the economic evaluation of the WPGSS. Copyright (C) 2016 John Wiley & Sons, Ltd.