Numerical methods for solving the state feedback control problem of linear time invariant system are presented in this paper. The methods are based on Haar wavelet approximation. The properties of Haar wavelet are first presented. The operational matrix of integration and its inverse matrix are then utilized to reduce the state feedback control problem to the solution of algebraic matrix equations. The proposed methods reduce the computation time remarkably. Finally a numerical example is illustrated to demonstrate the validity and applicability of the proposed methods.