This paper proposes a Markovian jump model and the corresponding H-2/H-infinity control strategy for the wind turbine driven by the stochastic switching wind speed, which can be used to regulate the generator speed in order to harvest the rated power while reducing the fatigue loads on the mechanical side of wind turbine. Through sampling the low-frequency wind speed data into separate intervals, the stochastic characteristic of the steady wind speed can be represented as a Markov process, while the high-frequency wind speed in the each interval is regarded as the disturbance input. Then, the traditional operating points of wind turbine can be divided into separate subregions correspondingly, where the model parameters and the control mode can be fixed in each mode. Then, the mixed H-2/H-infinity control problem is discussed for such a class of Markovian jump wind turbine working above the rated wind speed to guarantee both the disturbance rejection and the mechanical loads objectives, which can reduce the power volatility and the generator torque fluctuation of the whole transmission mechanism efficiently. Simulation results for a 2 MW wind turbine show the effectiveness of the proposed method.