Curve fitting, or interpolation algorithm is core technology for Computer Numerical Control (CNC) systems. A saddle-shaped curve is formed by intersection of two tubes. The trajectory interpolation of saddle-shaped curve is usually carried out through approximating the curve as segments of straight line for automated CNC welding/cutting. This paper proposes a new saddle curve curve fitting algorithm for automated welding/cutting system with non-Cartesian coordinate system. Simulation of the direct curve fitting algorithm has demonstrated that the algorithm has high curve interpolation precision and high feedrate stability.