The paper is devoted to studying behaviour of a small-scale wind turbine with a differential planetary gearbox. Control torque is applied to an external ring of a gearbox, a wind receiving element is rigidly joined with a carrier, and a rotor of an electrical generator is rigidly joined with a sun gear. The closed mathematical model of the mechanical system in question is constructed to find effective control strategies. This model takes into account aerodynamic load upon blades of the turbine as well as electromagnetic torque acting on the rotor of the generator. An operation mode of the mechanical system corresponds to a steady point of model equations. We performed parametrical analysis of the dynamical system, found the set of possible operation modes and suggested different control algorithms. Constructed control laws allow the mechanical system to approach a preferable operation mode from any initial conditions. We solved this control problem by piecewise constant control and linear feedback control. We discussed different purposes of control for the mechanical system in question.