This paper evaluates the performance of different types of Regression Trees (RTs) in a real problem of very short-term wind speed prediction from measuring data in wind farms. RT is a solidly established methodology that, contrary to other soft-computing approaches, has been under-explored in problems of wind speed prediction in wind farms. In this paper we comparatively evaluate eight different types of RTs algorithms, and we show that they are able obtain excellent results in real problems of very short-term wind speed prediction, improving existing classical and soft-computing approaches such as multi-linear regression approaches, different types of neural networks and support vector regression algorithms in this problem. We also show that RTs have a very small computation time, that allows the retraining of the algorithms whenever new wind speed data are collected from the measuring towers.