Considering that array thinning usually causes the increase of sidelobe level in beam pattern, an optimization algorithm based on improved wind driven optimization (WDO) algorithm and convex optimization is proposed to achieve sidelobe suppression in thinned arrays. To solve the problem of lacking a universal parameter selection scheme in original WDO algorithm, an improved WDO algorithm is given by combining WDO algorithm with Gaussian distribution. Then, the peak sidelobe level (PSLL) is taken into the semi-circular thinned array as objective function. To obtain a lower PSLL, the improved WDO algorithm is adopted as global optimization algorithm to optimize the distribution of elements in thinned array. At the same time, convex optimization is utilized as local optimization algorithm to effectively obtain the optimal coefficients of valid elements, which guarantees the perfect match of the elements′ positions and coefficients. Simulation results indicate that, under a given numbers of elements, the optimization algorithm could achieve sidelobe suppression effectively. Moreover, it has better global search capability and faster convergence speed. Therefore, the proposed optimization algorithm can be taken as an effective approach for thinned array design.