With the rapid increasing interaction between wind turbines and power systems, wind turbines have to have the fault ride-through (FRT) capability to ensure the safe operation of power grid. In order to improve the asymmetric FRT capability of permanent magnet synchronous generator (PMSG) wind turbine, a novel control FRT method based on super-capacitors is proposed. In this method, super-capacitors are connected to the DC bus of AC-DC-AC converter via a bi-directional DC-DC converter, and the power processed by the super-capacitors is controlled to limit the increasing of the DC bus voltage of the AC-DC-AC converter in grid failure condition, and to reduce the 2nd order voltage ripple in the DC bus. Meanwhile, the proposed control method employs the grid voltage feed-forward approach to reduce the negative sequence current component in the grid side converter. According to the low voltage ride through (LVRT) standard, the selection of the super-capacitor capacity is also discussed, and then a mathematical model of the super-capacitor with the bi-directional DC-DC converter is established for designing the controller. Simulation results for a 1MW PMSG wind turbine by MATLAB show that the proposed control method reduces both the negative sequence current component in grid side converter and the 2nd order voltage ripple in DC link at the same time. The results also demonstrate that the asymmetric FRT capability of PMSG wind turbine is improved, which verifies the effectiveness of the proposed control method in this paper.