The increasing penetration of wind power presents many technical challenges to power system operations. An important challenge is the need of voltage control to maintain the terminal voltage of a wind plant to make it a PV bus like conventional generators with excitation control. In the previous work for controlling wind plant, especially the Doubly Fed Induction Generator (DFIG) system, the proportional-integral (PI) controllers are popularly applied. These approaches usually need to tune the PI controllers to obtain control gains as a tradeoff or compromise among various operating conditions. In this paper, a new voltage control approach based on a different philosophy is presented. In the proposed approach, the PI control gains for the DFIG system are dynamically adjusted based on the dynamic, continuous sensitivity which essentially indicates the dynamic relationship between the change of control gains and the desired output voltage. Hence, this control approach does not require any good estimation of fixed control gains because it has the self-learning mechanism via the dynamic sensitivity. This also gives the plug-and-play feature of DFIG controllers to make it promising in utility practices. Simulation results verify that the proposed approach performs as expected under various operating conditions.