Wind gusts are among the well-known disturbances that afflict aerial systems. A tracking task for a load suspended by massless rigid bars and quadrotors is considered in this paper. The complexity of the tracking task lies in the presence of wind gusts. Therefore, a self-tuning gain technique for a proportional-integral-derivative (PID) control is introduced to accomplish tracking tasks when wind gusts appear. To automatically tune the PID gains, a sliding mode condition is exploited. The stability of this approach, considering bounded disturbances, is guaranteed by introducing a supervisory control designed through the Lyapunov method. The proposed solution and its performances were tested through simulation and compared with both PD and PID controls.