Precise prediction of wind power is important in sustainably integrating the wind power in a smart grid. The need for short-term predictions is increased with the increasing installed capacity. The main contribution of this work is adopting bagging ensembles of decision trees approach for wind power prediction. The choice of this regression approach is motivated by its ability to take advantage of many relatively weak single trees to reach a high prediction performance compared to single regressors. Moreover, it reduces the overall error and has the capacity to merge numerous models. The performance of bagged trees for predicting wind power has been compared to four commonly know prediction methods namely multivariate linear regression, support vector regression, principal component regression, and partial least squares regression. Real measurements recorded every ten minutes from an actual wind turbine are used to illustrate the prediction quality of the studied methods. Results showed that the bagged trees regression approach reached the highest prediction performance with a coefficient of determination of 0.982. The result showed that the bagged trees approach is followed by support vector regression with Gaussian kernel, the same model when using a quadratic kernel, and the multivariate linear regression, partial least squares, and principal component regression gave the lowest prediction. The investigated models in this study can represent a helpful tool for model-based anomaly detection in wind turbines.