With the grid-connection of renewable energy systems, more coal-fired units are required to participate in deep-peak-shaving and quickly respond to the automatic generation control command. Therefore, the controllers of coal-fired units should not only have satisfactory dynamic performance but also have strong robustness. However, the tuning of proportional-integral (PI) controllers which are widely applied to coal-fire units usually takes the dynamic performance into account and robustness in the application of PI controller parameter tuning is lack. Thus, the maximum-sensitivity-constrained desired dynamic equation (DDE) PI is proposed to obtain good dynamic performance and strong robustness. Simulations and field tests on the hot primary air system of the coal pulverizer indicate that, the proposed control method has better disturbance rejection performance and stronger robustness, which can effectively handle with uncertainties caused by the wide load variation of the unit.