In the conventional control strategy of the PV-storage micro-grid hybrid energy storage system (HESS), battery is regarded as an ideal element which has infinite capacity. However, the battery capacity is limited and the conventional control strategy is no longer suitable when the threshold of battery state-of-charge (SOC) is reached and can not work properly. Thus, we proposed a new control strategy for the PV-storage micro-grid HESS based on the second-order low-pass filtering method. This strategy takes the SOC of super-capacitor and battery into account, adjusts the reference value of output current of energy storage element and maintains the SOC of storage element. But in extreme weather conditions, the strategy still needs to cooperate with the protection switch of energy storage element. Furthermore, the HESS using conventional protection switch of energy storage element needs separate charging and discharging circuits, which leads to some problems such as high cost, discontinuous of charge and discharge, etc. So the protection switch of energy storage elements was improved in this paper, which has four working states based on the shunt of switch and diode. The modified protection switch can make SOC back to normal when it reaches threshold, which can reduce cost and improve the quality of grid-connected power output. The overall control scheme of hybrid energy storage system that combines new control strategy with improved protection switch was proposed and simulated in MATLAB Simulink, and the results validate the correctness and the feasibility of the proposed method.