High strength steels, such as austenitic stainless steel, Transformation Induced Plasticity (TRIP) steel and silicon steel, have significant work hardening during cold rolling, which in turn induces a quickly increased rolling force. Tension plays a very important role in the reduction of the rolling force. However, coiler tension control system used in the classic experimental rolling mill requires long-scale strip, which cannot be satisfied for most experimental cases. To overcome this drawback, a new pilot rolling mill has been developed. The horizontally located hydraulic cylinders and clamps have been used to apply tension to the rolled short-scale strip. With this rolling mill, the austenitic stainless steel strip, TRIP steel strip and other high strength strips have been studied.