The invention relates to the technical field of wind power, and discloses a wind power ultra-short-term prediction method based on cos attenuating atomic decomposition and a chaos theory. The method is characterized by comprising: establishing a cos over-complete atom library, establishing an attenuation linear atom library, establishing a chaos prediction model based on a maximum Lyapunov index,performing wind power ultra-short-term prediction based on cos attenuation atom decomposition and chaos theory, performing simulation calculation, performing error analysis and the like. Compared withthe existing method which only considers the time sequence of historical wind power data, the method can track the future power trend, is clear in physical significance, and considers the attenuationcharacteristic of the wind power. The wind power ultra-short-term prediction method based on the cos attenuation atomic decomposition and the chaos theory is high in prediction precision, effective in prediction result and high in applicability and practicability.