The rapid growth of wind generation is introducing additional variability and uncertainty into power system operations and planning. Wind power forecasting will improve the wind power integration in both economic and technical aspects. In the paper, a combined approach based on grey model and Markov model was proposed to predict wind power in a short term. Firstly a Grey model was created to forecast the wind speed. Secondly the residual error which was obtained by subtracting the predicted values from actual values of wind speeds can be divided into several different states by using Markov model. The residual values were further forecasted through calculating the probability distribution of each state. The residual errors can be used to correct the predicted values to improve the accuracy of wind speeds. Finally short term wind power forecasting was made based on wind speed data through a fitted wind power curve. Case study was carried out to investigate the validity of the combined grey-Markov model. Results showed that the proposed combined model can improve the short term forecasting accuracy of wind power effectively.