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This paper is concerned with a design of robust guaranteed cost controller for linear systems with norm bounded parameter uncertainties and disturbance. Based on Riccati inequality approach, the definition of H∞ robust optimal guaranteed cost systems with γ disturbance attenuation performance was presented. Then, the design approach of a state feedback controller for optimizing the guaranteed cost was proposed. The close-loop systems we designed satisfied a given γ disturbance attenuation H∞ performance and provided a guaranteed cost and kept stability for all admissible uncertainties. Finally, an example of mill shaping process was given to demonstrate our results. The corresponding simulation results were given.