Direct wind power purchase for large industrial users is a meaningful way to improve wind power consumption and decrease industrial production costs. Short-term wind power fluctuations may lead to large-scale wind power curtailment problems. To promote use of wind energy, a demand side control method is proposed based on output regulator theory for a grid-connected industrial microgrid with electrolytic aluminum loads to continuously track and respond to wind power fluctuations. The control model of the EALs and the dominant frequencies of the wind power fluctuation signals are analyzed and incorporated into the demand side control plant. The feedback control signals with active power deviations on the tie-line are used to design the demand side controller. Simulations are conducted for an actual industrial microgrid to validate the feasibility and effectiveness of the proposed method. The results demonstrate that the proposed controller based on output regulator theory is able to effectively track wind power fluctuations.