In this study a new pattern of pressure control of hydraulic cylinder using high speed On-Off solenoid valve in the electro-hydraulic system has been suggested. The control valve is 3-way high speed On-Off solenoid valve which is operated by PWM(Pulse Width Modulation)control signal. The high speed On-Off solenoid valve has a tendency to induce severe pressure fluctuation in the hydraulic actuator so it has not been used for the purpose of closed loop control with direct pres-sure feedback. In this study closed loop control with direct pressure feedback is enabled by using a digital filter which has linear minimum mean square filter algorithm. Through some experiments it is confirmed that stable pressure control can be realized by the proposed control technique.