To make the most of control accuracy and fast response of in-wheel motors and improve the stability of anti-lock brake system (ABS) of in-wheel motor driven electric vehicle, a design method of anti-lock controller based on the improved linear quadratic optimal control algorithm was proposed. A vehicle longitudinal dynamics model was established. The coordinated control strategy of composite braking system was applied in examining the reason for the failure of the general linear quadratic optimal control algorithm in the design of anti-lock controller. An improved linear quadratic optimal control algorithm was proposed to design the anti-lock controller through adding some virtual damping and infinitely small terms in the design process of Riccati function, based on which a anti-lock brake was subsequently designed. The control result of the proposed controller was compared with the control result of general sliding mode controller under three different road conditions with low, middle and high adhesive coefficients. Results showed that the proposed improved linear quadratic optimal control algorithm can achieve not only outstanding control accuracy but also fast response.