SummaryAn adaptive optimal controller is proposed in this paper to maximize the captured power of a variable speed wind power system. The proposed controller is a combination of optimal and adaptive control components. The Adaptive Dynamic Programming technique is used to design the optimal control component to overcome the nonlinear problem of system dynamics and ensure stability. While the neural network is used to approximate unknown disturbances and system uncertainties. After that, the adaptive control component fully compensates for the effects of these unknown elements. Neither optimal nor adaptive control components necessitate prior knowledge of system dynamics. Furthermore, the approximation network updates only the weight matrix norm rather than the weight matrix of the neural network in each interval time, which significantly reduces computation. The stability analysis of the closed‐loop system is obtained using Lyapunov stability theory. The correctness and robustness of the control scheme are validated in two different scenarios using MATLAB/Simulink. The presented robust adaptive optimal controller is also compared to other existing controllers to demonstrate its benefits.