Automatic Voltage Regulator (AVR) was applied to hold terminal voltage magnitude of a synchronous generator at a specified level and its stability seriously affects the security of power system. PID control was applied for AVR system control, but the parameters of PID controller were hard to determine, to overcome this problem, some intelligent techniques should be taken. Wavelet Neural Network (WNN) was constrictive and fluctuant of wavelet transform and has self-study, self adjustment and nonlinear mapping functions of neural networks, so the structure of WNN and PID tuning with WNN was proposed, the tuning algorithm was applied into AVR control system, the simulation was taken with normal BP neural network and WNN, the efficiency and advantages of this control strategy was successfully demonstrated which can applied into AVR system for power system stability.