The Screw Down System (SDS) is a typical hydraulic servo control system. It is the key actuator of cold rolling mill. The dynamic performance of SDS has a significant effect on the accuracy of thickness. Hydraulic servo control system is not always optimal and stable due to highly nonlinear and parameter uncertainties. In this paper, the most important nonlinear relating flow and pressure is analyzed. A nonlinear self-adaptive compensation method is designed. Modeling and simulating the hydraulic servo control system of SDS using this method, the numerical simulation results show that the maximum overshoot and static error of the compensated system are more less than that of without nonlinear compensation. The overshoot of the compensated system is less than 10% when the cold strip is rolling. So the thickness tolerance of the cold strip can be guaranteed easily. This self- adaptive compensation method can be used to other hydraulic servo control systems.