It’s of great significance for wind power integration into grid to forecast wind power. Based on forecasting wind power by BP neural network, the article introduces global optimization algorithm, Imperialist Competitive Algorithm (ICA) to provide optimized initial weights of BP neural network. Thus, it can overcome the entrapment in local optical optimum of BP neural network. Compared with BP neural network, it is found that the performances of ICA-BP neural network, which are training, testing and forecasting of wind power, are much better.