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This study proposes an optimal control scheme for a permanent‐magnet linear synchronous generator (PMLSG) using the state feedback control (SFC) method plus the grey wolf optimisation (GWO) algorithm. First, A novel state‐space model of linear PMLSG is established in order to obtain desired dynamics and enough power when used for the smooth wave energy. Second, the GWO algorithm is adopted to acquire weighting matrices Q and R in the process of optimising linear quadratic regulator (LQR). What is more, a penalty term is brought into the fitness index to reduce the overstrike of output voltage and keep the rate of work more stable. Finally, optimal LQR‐based SFC with and without penalty term and proportional‐integral (PI) controllers are compared both in simulations and in experiments. Results clearly prove that the proposed optimal control strategy performs a better response when compared to other strategies. [ABSTRACT FROM AUTHOR]