In the wind tunnel tests, due to the influence of airflow, large-amplitude and low-frequency vibration is easily produced on the cantilever sting used for testing, which would seriously affect the accuracy of tests and even destroy the structure. In order to effectively reduce the vibration of the sting, this paper designs an active damping system based on piezoelectric components and applies the artificial neural network to PID control, then proposes a neural network PID (NNPID) intelligent control algorithm. The sting is analyzed by the finite element method, and its modal parameters are obtained. Meanwhile, experiments are carried out to test the performance of the damping system and the effects of NNPID and general PID algorithm are compared. Results indicate that under continuous loads, the general PID control and NNPID both have good performance (over 70% amplitude of vibration reduced) in controlling the first modal vibration of the structure. Furthermore, NNPID achieves the goal of the self-adjusting of parameters under the condition of ensuring the damping effect, and possesses good robustness.