We adopted optimal preview control methodology to design a terrain-following controller for a cruise missile. In this methodology, tracking errors and control increments are both considered in a quadratic penalty function. An augmented error system that involves future command inputs is built. Thus the preview control problem can be formulated as an optimal regulator problem. Integrating the general optimal servo system with preview feed-forward compensations that respectively feed forward future command inputs and future disturbances produces an optimal preview servo system. In the terrain-following system, the flight altitude of a cruise missile is the command input, and its future information can be known a priori. The wind is viewed as the disturbance in the system and is not previewable. Thus we designed a terrain-following controller with a basic state feedback and a feed-forward compensation for future altitude information. regarding the wind as a constant signal. Simulation results show that the performance of the terrain-following system with such an optimal preview controller is improved dramatically.