A new feedback tracing control method is presented for a class of nonlinear Hamiltonian systems with stochastic disturbances. It aims to accurately control the shape of the output probability density function. Meanwhile, a Lyapunov function method is employed to prove the optimality of the control law and the〓stability of closed -loop system. Eventually, to evaluate the performance of the proposed approach, a nonlinear stochastic hydraulic turbine system is utilized to be remodeled and to demonstrate the control design procedure and its effectiveness. The system simulation shows that the proposed feedback tracing control strategy for hydro-turbine system can achieve a pre-specified stationary probability density function (SPDF).