In order to solve the high order controllers caused by traditional robust design method and the robust performance issues in classical PID method design process, a new kind of fixed-structure H_∞ controller design method based on constrained particle swarm optimization algorithm is proposed and applied to the missile controller design by taking the advantages of both robust method and the PID method. A gradient-based correction algorithm is used to amend the violating constraint particles, which shows the superiority of this method by comparing performance test, test functions and other three commonly used constrained optimization algorithms. Meanwhile, for the three-channel sample missile control object model, the performance index function in time domain performance, the robustness properties and constraints are provided, and then the controller is designed by adopting the gradient-based correction particle swarm algorithm for the typical missile fixed control structure. The simulation results show that the sample missile control system meets the time domain performance index and the robust performance index.