This paper studies the fractional-order Lü system which has been presented recently，and designed an electronic circuit to realize it. The hyper-chaotic behavior of the fractional-order Lü system is verified by numerical simulation and circuit experiment. Based on the stability theory of the fractional-order system，a simple linear feedback controller is designed to make full states of a fractional order Lü system to track control sinusoidal waves or arbitrarily fixed point. The simulation results are presented to demonstrate the effectiveness of the proposed method.