Linear Quadratic Gaussian (LQG) control methodology shows useful properties of good performance and robustness in controller design applied to wind turbine. Typically, in the design procedure LQG method is necessary to select weighting matrices in order to solve the Algebraic Riccati Equations and then get the matrices Kalman Filter gain and optimal state-feedback. In order to optimize a LQG control applied to Double-Fed Induction Generator in wind power system, a Genetic Algorithms (GA) adapted to get the best values of the element of weighting matrices is proposed in this paper. The performance indices ISE and ITSE are a good alternative to obtain the fitness function to design LQG controllers with GA. The simulation results show the high effectiveness of this optimal design method.