The fast progress in the applications of active magnetic suspension systems needs to apply the modern control theory. This paper deals with H∞ and H2 control of rigid rotor movement, which is supported in magnetic bearings. The robust control of magnetic bearings is investigated analytically. The nominal model of active magnetic suspension of rotor and the uncertainty model were derived. The standard PID control and robust control are compared and performance of nominal feedback configuration with weights is presented. We propose a robust control with a multi-objective controller to achieve good robust stability when the model of a plant is uncertain. The behavior of multiplicative uncertainty of magnetic suspension system is shown. The aim of optimal robust control is to improve the magnetic suspension taking into account the energy limitation (i.e., to avoid the saturation of actuators). The H2 performance and H∞ performance depend on a proper selection of weighting functions. So a very important step in the controller design process is to choose the appropriate weight functions: We, Wu, Wd. The influence of noise is limited by weight functions. We also put limits on input and output signals. The stability of a system with disturbance interaction is discussed. The simulations of a well-posed and internally stable magnetic system are presented. The success of the robust control is demonstrated through results of numerical simulations.