In this paper, an actively controlled aerostatic bearing is studied to overcome the defects of air bearing such as low stiffness and damping coefficients. The actively controlled aerostatic bearing is composed of aerostatic bearings, non-contact type of displacement sensors, piezoelectric actuators and controllers. The cylindrical capacitance sensor (CCS) is used as the displacement sensor. The reason for using CCS instead of the commercial gap sensor is that it can give us the pure error motion of the spindle because it removes the roundness error or the geometric errors in the spindle. The controller is designed by the state space equation and quadratic optimal control theory. The characteristic data of the actively controlled aerostatic bearing system in the frequency domain are presented and the stiffness and damping coefficients of the bearing are mentioned. This paper shows the possibility to reduce the motion error up to 6000 rpm.