This paper tackles the gain-scheduling control design issue in the presence of hidden coupling terms. Hidden coupling terms naturally arise when endogenous signals, such as system outputs or state variables, are used as scheduling parameters. In this case, additional terms appear in the linearized gain-scheduled controller dynamics, which are generally omitted in the linear controller dynamics used in control synthesis. Such a discrepancy can induce severe performance degradation, or even the destabilization of the closed-loop system if the gain-scheduled controller is applied to the original nonlinear system. This paper presents a self-scheduling technique enabling to take into account the hidden coupling terms in the design process, so that the local properties of the nonlinear gain-scheduled controller can be preserved. The proposed approach is illustrated via an eigenstructure assignment-based design for a pitch-axis missile autopilot benchmark problem and is validated by nonlinear simulations.