Intermittent electricity generation from renewable sources is characterized by a wide range of fluctuations in frequency spectrum. The medium-frequency component of 0.01 Hz-1 Hz cannot be filtered out by system inertia and automatic generation control (AGC) and thus it results in deterioration of frequency quality. In this paper, an approximate dynamic programming (ADP) based supplementary frequency controller for thermal generators is developed to attenuate renewable generation fluctuation in medium-frequency range. A policy iteration based training algorithm is employed for online and model-free learning. Our simulation results demonstrate that the proposed supplementary frequency controller can effectively adapt to changes in the system and provide improved frequency control. Further sensitivity analysis validates that the supplementary frequency controller significantly attenuates the dependence of frequency deviation on the medium-frequency component of renewable generation fluctuation.