In order to overcome some problems of existing anti-windup methods, this paper defines LQ (Linear Quadratic) observer and proposes a new anti-windup method using the LQ observer. LQ observer is derived by linear quadratic optimization in order to calculate controller states, which make the controller outputs equal to the plant inputs. And we propose an algorithm so that it can be implemented by a digital controller easily. The relationship between the design parameters and the anti-windup performance is shown via some numerical examples, which cover the cases with the anti-windup method using LQ observer designed and the case without it. Finally, the anti-windup performance of the proposed method is exemplified via comparison with the existing model-based conditioning scheme method[4].