The invention discloses a wind power generator capable of automatically cooling by adopting an air circulation system and a cooling method for the wind power generator and belongs to the technical field of wind power generation. The wind power generator comprises a blade wheel (1), a low speed shaft (2), a first-grade gear box (3), a high speed shaft (5), a generator (9), other heating parts (12)and a cooling system and is characterized in that: the cooling system consists of a second-grade gear box (14), a first transmission shaft (4), a gas compressor (6), a second transmission shaft (7), a worm wheel (8), a third transmission shaft (19), a fan (18), a gas filling nozzle (17), a filter (16), a gas storage tank (15), a first radiator (10) for radiating the generator (9), a second radiator (11) for radiating the other heating parts (12), and a third radiator (20) for radiating compressed gas. Compared with the conventional cooling system for the wind power generator, the cooling system has outstanding advantages of simple structure, small volume, light weight, high reliability, simpleness of installation and maintenance and the like.