In the paper, several different methods are adopted to control Lü system. With direct feedback method, Lü system can be stabilized at one equilibrium point or a limit cycle surrounding its equilibrium. With adaptive time-delayed feedback method, feedback coefficient and delay time can be adjusted adaptively to stabilize Lü system at its original unstable periodic orbit. With minimal energy method, Lü system can also be stabilized at fixed point or limit cycle. Numerical simulations show the effectiveness of our methods.