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This paper addresses the semi-global output regulation problem of linear systems with actuator saturation by composite nonlinear feedback (CNF) control. The CNF control law is constructed in the base of the linear control law which is designed by low gain feedback technique. It is shown that the solvability of the semi-global output regulation problem by CNF control is the same as that of the semi-global output regulation problem by linear control. However, by introducing a nonlinear part in the CNF control, the CNF control law can be applied to improve the transient performance of the closed-loop system.