In order to improve the control performance of a doubly-fed wind turbine grid-side converter under unbalanced and harmonic grid voltages, a direct power control algorithm with an improved super-helix fast terminal sliding mode was proposed. First, the mathematical model of the grid-side converter under unbalanced and harmonic grid voltages with power as the state variable was analyzed in a two-phase stationary coordinate system. Then, the power inner-loop design was carried out with a nonlinear expansion state observer for the negative sequence in the mathematical model as well as the disturbances due to each harmonic component. Secondly, to ensure that the system can reach the steady state in a shorter time, the non-singular fast terminal sliding mode surface was constructed and the sliding mode control law for the power inner loop was designed by combining with the improved super-helical sliding mode convergence law. Similarly the terminal sliding mode control rate was also designed for the voltage outer loop. The stability of the non-singular fast terminal sliding mode surface, the improved super-helix control algorithm and the nonlinear expanding state observer was also proved by using the Lyapunov function. Finally, the method was verified to have faster convergence and stronger robustness by comparing it with three different control schemes to perform simulations.