This paper introduces a new approach to design gain-scheduled controllers in the presence of hidden coupling terms. Hidden coupling terms naturally arise in the linearized dynamics of the gain-scheduled controller when part of the state variables are also used as scheduling variables. These extra terms are generally neglected in the design, but can induce severe performance deterioration, or even destabilization of the closed-loop system once implemented on the nonlinear plant. The procedure proposed in this paper takes into account the hidden coupling terms directly in the synthesis phase, guaranteeing that the linearization of the closed-loop nonlinear model coincides with the closed-loop linear system used in the design. Unlike classic approaches, which consist in imposing constraints on the controller architecture to cancel the hidden coupling terms, the proposed approach includes these terms in the design process toward performance optimization. This procedure is illustrated on a pitch-axis missile autopilot benchmark problem.