In accordance with the feature of pure delay in monitor AGC system for cold rolling mill, a new fuzzy self-tuning PID Smith prediction controller is developed. The position control model is deduced based on a single stand cold rolling mill, and the fuzzy controller for monitor AGC system is designed. The analysis of dynamic performance for traditional PID Smith prediction controller and fuzzy self-tuning PID Smith prediction controller is done by MATLAB toolbox. The simulation results show that fuzzy self-tuning PID Smith controller has stronger robustness, faster response and higher static accuracy than traditional PID Smith controller. In accordance with the feature of pure delay in monitor AGC system for cold rolling mill, a new fuzzy self-tuning PID Smith prediction controller is developed. The position control model is deduced based on a single stand cold rolling mill, and the fuzzy controller for The analysis of dynamic performance for traditional PID Smith prediction controller and fuzzy self-tuning PID Smith prediction controller is done by MATLAB toolbox. The simulation results show that fuzzy self-tuning PID Smith controller has stronger robustness, faster response and higher static accuracy than traditional PID Smith controller.