In this paper, a robust control strategy, able to improve the dynamic behavior performance of High Voltage Direct Current (HVDC) under diverse operating conditions, is proposed. The design of the control proposed in this paper is based on the coordination of the control actions of the HVDC converters and the use of a simplified control model which takes into account not only the HVDC but also its AC neighbor zone. As consequence, stability is ensured for the HVDC and transient stability margin of its AC neighbor zone is improved. From the computational point of view, Linear Matrix Inequalities (LMIs) are solved to compute the gains of regulator which is of standard Proportional-Integral (PI) type. Constrained on both control and the states are also taken into account. This new methodology was validated on a realistic scale model of the France-Spain interconnection in Eurostag. Compared with the standard vector control, Linear Quadratic (LQ) and H∞ approaches, the new proposed controller gives higher critical clearing time (CCT). In addition, the proposed controller improves the dynamic behavior performance under wide range of operating conditions and minimize the tracking reference error with respect to saturations on both control and the states.