The invention discloses an active disturbance rejection control robust guaranteed cost design and parameter setting method. The method includes steps: 1, establishing an uncertain linear system state space model; 2, establishing a full-dimensional extension state observer, to be more specific, establishing a system extension state space model, and establishing the full-dimensional extension state observer; 3, establishing a state feedback control structure; 4, analyzing system robust stability and robust performance upper bound; 5, controlling system parameter optimization. The method is applicable to active disturbance rejection controllers of minimum phase systems and non-minimum phase systems, and optimal control performances under given performance indexes of controller systems can be guaranteed under uncertainty conditions.