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Due to the non-sinusoidal oscillation system of continuous casting mould is a electrohydraulic servo system, its parameters are variable and model is uncertain, it is very difficult to achieve better tracking control performances and robustness by traditional PID and classical control theories. The controlled system was approximated by a set of fuzzy models, every model represented a linearized model of the system corresponding to the operating point of the controlled system. Based on these fuzzy models, a new H∞ fuzzy tracking control scheme was proposed, the control scheme was characterized in term of solving a linear matrix inequality (LMI), and the parameters of the controller were obtained by using convex optimization techniques of LMI. The external disturbances can be overrode and tracking control performances and robustness are improved by this scheme, the better tracking performances are tested by the experimentation examples.