The safety of power transmission systems in wind turbines is crucial to the wind turbine’s stable operation and has attracted a great deal of attention in condition monitoring of wind farms. Many different intelligent condition monitoring schemes have been developed to detect the occurrence of defects via supervisory control and data acquisition (SCADA) data, which is the most commonly applied condition monitoring system in wind turbines. Normally, artificial neural networks are applied to establish prediction models of the wind turbine condition monitoring. In this paper, an alternative and cost-effective methodology has been proposed, based on the group method of data handling (GMDH) neural network. GMDH is a kind of computer-based mathematical modelling and structural identification algorithm. GMDH neural networks can automatically organize neural network architecture by heuristic self-organization methods and determine structural parameters, such as the number of layers, the number of neurons in hidden layers, and useful input variables. Furthermore, GMDH neural network can avoid over-fitting problems, which is a ubiquitous problem in artificial neural networks. The effectiveness and performance of the proposed method are validated in the case studies.