Short-term wind power forecasting plays an important role in wind power generation systems. In order to improve the accuracy of wind power forecasting, many researchers have proposed a large number of wind power forecasting models. However, traditional forecasting models ignore data preprocessing and the limitations of a single forecasting model, resulting in low forecasting accuracy. Aiming at the shortcomings of the existing models, a combined forecasting model based on secondary decomposition technique and grey wolf optimizer (GWO) is proposed. In the process of forecasting, firstly, the complete ensemble empirical mode decomposition adaptive noise (CEEMDAN) and wavelet transform (WT) are used to preprocess the wind power data. Then, least squares support vector machine (LSSVM), extreme learning machine (ELM) and back propagation neural network (BPNN) are established to forecast the decomposed components respectively. In order to improve the forecasting performance, the parameters in LSSVM, ELM, and BPNN are tuned by GWO. Finally, the GWO is used to determine the weight coefficient of each single forecasting model, and the weighted combination is used to obtain the final forecasting result. The simulation results show that the forecasting model has better forecasting performance than other forecasting models.