With the development of gauge control technology in recent years, thickness accuracy of coldrolled strip products has been significantly improved, but the modern industrial production also put forward higher requirements on the thickness accuracy of strip products, large quantities of high accuracy coldrolled strip are still needed to import, so further study on improving the thickness accuracy of coldrolled strip products is important in significance. At present, the cold rolling mill gauge control is mainly feedback control, this control method has the characteristics of stability and reliability, but it has the disadvantage of the control time delay which seriously affects the control accuracy improving further. Moreover the feedforward control strategy, in theory, can compensate for the disadvantage of feedback control time delay, but the practical application of traditional feedforward showed that there were many limitations. The finite frequency domain feedforward gauge control strategy is proposed comprehensively against the problem of overlapping and noise immunity in traditional feedforward control. In combining with the extension of the meaning of “frequency domain”, the method how to determine and achieve the finite frequency domain of feedforward control was given, and the comparative experiment was carried out. The experimental results verify the superiority of the proposed control strategy.