I got non-rechargeable AA batteries in my pack with wireless controller. Now the batteries have drained out. I want to know can I connect the wireless controller to Xbox 360 via USB cable?
The Xbox 360 controller has got a power cable, but unfortunately it's a proprietary one.
You will need the cable from a Plug and Charge kit (pictured above) for 360 controllers in order to use the controller without batteries.
You could get the "Plug and Charge Kit", as mentioned by Jeeva, but really, with the cost of that, plus shipping, plus some rechargeable batteries, I wonder if it might not just be cheaper to buy a second, wired, controller.
At least then you could play two player games should you ever want to.