Wind energy generation is a promising renewable energy source harvested through Wind Energy Conversion Systems (WECS). Since WECS have different characteristics from conventional power plants, their integration into the power system grid results in significant technical problems in terms of power quality. This paper reviews the challenges in power quality that are associated with integration of grid connected WECS in power systems and existing approaches to mitigate against these challenges. The paper focuses on control based mitigation techniques. Recommendations on future research areas to address power quality challenges resulting from integration of WECS are given.