To optimize the design process of an autopilot and find the optimal design parameters, a new design method based on optimal control for a three-loop autopilot was proposed. It generates a three-loop autopilot topology by designing the cost function of the optimal control problem, and obtains multiple parameters of the three-loop autopilot by solving the optimal control problem. The impact of penalty weights in the cost function on the performance indicators of the autopilot was further studied and analyzed. Experimental results show that the three-loop autopilot designed by optimal control method has better performance compared with traditional design methods. And it also has good robustness against model-parameter uncertainties and unmodeled high-frequency dynamics of the system.