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This work presents the modelling, analysis, preliminary design and build-up of a prototype of a submarine autopilot. The autopilot is designed to perform two different missions: depth-keeping near the sea surface and depth changing control. The vehicle dynamics are simulated by a non-linear model, whose coefficients are evaluated by the equivalent ship method. A solution of the control problem is obtained using optimal control techniques. The system state is estimated using the Kalman filter associated with the dynamical model compensation technique. A simplified filter was also used for real time state estimation. The prototype consists of a microcomputer with analog-digital interfaces for input-output signals. A digital simulation of submarine manoeuvres was done and the results indicate a good performance for the autopilot, even under severe conditions. Other tests showed the accuracy of the non-linear model and the technical feasibility of the prototype.