In this paper, we design a secure, robust and resilient cyber-physical wind energy system (WES) from a cross-layer perspective. We establish a system-of-systems framework for the large-scale wind farm which includes the cyber and physical components. For the cyber layer, we use a game-theoretic model to capture the strategic behaviors of the network defender and the cyber attacker, and compute its mixed strategy Nash equilibria. For the physical layer, we design a robust and resilient switching controller using a Markov jump linear system model. Due to the interdependence between the cyber and physical systems, their performances are coupled and need to be designed in a holistic manner. To address this challenge, we propose an iterative algorithm to study the system-of-systems performance under the equilibrium design which jointly takes the cyber and physical layers into account. Case studies are provided to illustrate the interdependent design principles of cyber-physical WES.