This paper focused on evaluating the application of exponential moving average method into wind turbine to smooth its power output without an energy storage system or an anemometer. Wind turbine control modes including active power control mode and rotor speed control mode are considered. For each control mode, two positions of the Exponential Moving Average method in controller were compared to choose the best position. Additionally, the impact of smoothing factor on wind turbine performance was also considered to determine a reasonable value of the smoothing factor for each control mode. Simulation results in MATLAB/Simulink indicated that, for wind turbine using rotor speed control mode, the Exponential Moving Average method should be applied to reduce the variation of actual rotor speed signal while for wind turbine with the power control mode, it should be used to smooth reference power signal. From the performance of wind turbine with different smoothing factor values, we can suggest that the smoothing factor value should be set at 0.5 and 0.4 for the power control mode and the rotor speed control mode, respectively.