In this study, the minimum cross entropy (MinxEnt) principle is applied for the first time to the wind energy field. This principle allows the inclusion of previous information of a wind speed distribution and covers the maximum entropy (MaxEnt) principle, which is also discussed by Li and Li and Ramirez as special cases in their wind power study. The MinxEnt probability density function (pdf) derived from the MinxEnt principle are used to determine the diurnal, monthly, seasonal and annual wind speed distributions. A comparison between MinxEnt pdfs defined on the basis of the MinxEnt principle and the Weibull pdf on wind speed data, which are taken from different sources and measured in various regions, is conducted. The wind power densities of the considered regions obtained from Weibull and MinxEnt pdfs are also compared. The results indicate that the pdfs derived from the MinxEnt principle fit better to a variety of measured wind speed data than the conventionally applied empirical Weibull pdf. Therefore, it is shown that the MinxEnt principle can be used as an alternative method to estimate both wind distribution and wind power accurately. (C) 2007 Elsevier Ltd. All rights reserved.