Aiming at the problem of insufficient tracking accuracy caused by measurement noise from a sensor and unknown external disturbance in the electro-hydraulic load simulator, an adaptive robust controller based on an extended observer was proposed. The unknown model uncertainty in a system was estimated and compensated by the extended observer. Besides, in the design of the adaptive model compensator of the observer and a controller, the actual state value was replaced with the corresponding desired signal value to reduce an interference of measurement noise. The system parameters in the controller and the extended observer were obtained through parameter adaptation. Finally, the stability analysis of a closed-loop system was carried out based on the Lyapunov theory. The simulation shows that the proposed controller can achieve higher tracking accuracy with no external disturbanse, while the proposed controller not only maintains good tracking performance but also has strong robustness in the presence of external disturbanse.