In order to obtain better frequency regulation and less the cost of active power control of micro power grid with the doubly fed induction generator (DFIG) integrated, an approach of probability weighted sum was proposed for variable load shedding ratio overspeed control, considering the active power of the wind turbine to the micro power grid and providing the reserve capacity to participate in the system frequency modulation. Occurrence probability of wind speed, using probability weighted sum method, considering the cost of shedding load, effect of frequency modulation and cost of frequency modulation recovery for the cost of overspeed control (COC), then obtain the variable load shedding ratio curve. Through the simulation of a micro power grid system with the DFIG integrated, the proposed method was verified to effectively improved the dynamic characteristics of the micro power grid frequency, and reduced the cost of active power control of the wind turbine. It was beneficial to the stable operation of microgrid.