For the large equipment, system model is usually difficult to obtain, or changes slowly with the running time. Therefore, some methods based on accurate model are difficult to apply, such as wind turbine. Therefore, the data‐based robust value iteration method based on data is studied for variable pitch control of wind turbine for the first time, which can deal with uncertainty and do not require an accurate model. First, a new data‐driven Bellman equation is derived base on the system operation data. Next, the robust VI structure based on data is designed, which is a model free iteration algorithm. Then, a data‐driven value iteration pitch controller is proposed, the simulation results show the effectiveness of the control method.