Recently, as an effective means of dealing with global warming and fossil fuel depletion, the introduction of wind power generation is promoted all over the world. In the wind power generation, a very important issue is the smoothing of its output power which usually fluctuates with the wind speed. In this paper, a new method is proposed for the output power smoothing of wind farms. This method is based on an optimization approach and makes use of the kinetic energy of windmills. Detailed algorithm is provided and validated through numerical simulations with a quite complete simulator. The results are quite promising which show that the sharp fluctuation of wind farm power can be smoothed without much sacrifice of generation efficiency.