We discuss the design of an autopilot for an asymmetric missile. The autopilot is obtained from controllers designed using H-infinity synthesis. Due to important cross-coupling in the pitch, yaw and roll channels, it was not possible to work on a set of three decoupled models. A multivariable H_∞ loop-shaping control law design is proposed at given operating points. The performance of the control law is evaluated through fully non-linear simulations and is found to be superior to that obtained from an gain-scheduled LPV controller.