The stochastic averaging technique is used to study the strongly nonlinear systems with fractional-order PI^λD^μ controller under wide-band noise excitation. Firstly, the generalized harmonic balance technique is applied to decouple the fractional order PI^λD^μ control force into the amplitude-dependent equivalent quasi-linear damping force and restore force, and the original system is replaced by a controlled equivalent nonlinear system. Then, the averaged It? differential equation for the amplitude is derived by using the stochastic averaging method based on the generalized harmonic function. Finally, the stationary probability density function is obtained from the reduced Fokker-Planck-Kolmogorov (FPK) equation. As an illustrative example, Duffing-van de Pol oscillator is investigated. Numerical results display that stochastic averaging method can yield the high precision, and the fractional order PI^λD^μ controller can control the system response effectively. Furthermore, the study finds that the proposed method can work well and the fractional order PI^λD^μ controller still has very good control effect for the change of wide-band noise parameters ξ_i , ω_i , and D_i.