Based on the multi-loop design method, the dynamic characteristic of missile system is viewed as a two-loops system, such as inner loop and outer loop. An adaptive PID control strategy is designed for the pitch channel linear model of supersonic missile. The robustness of a double PID controller is analyzed by changing the aerodynamic coefficients. The control law is testified to be stable even the aerodynamic coefficients are changed between 0.7 and 1.7 times of its standard value and the control effect is compared with the sliding mode control strategy. Also the advantage and defect of both control strategy are summarized at the end of this study.