Electro-Hydraulic Actuator (EHA) system is a third order non-linear system which is highly suffer from system uncertainties such as Coulomb friction, viscous friction and pump leakage coefficient which makes this system more complicated for the designing of the controller. The Proportional-Integral-Derivative (PID) controller has proposed in this paper to control EHA system and main problem in its application is to tune the parameter to its optimum value. Two different methods are used to tune the PID controller which are trial and error and Ziegler-Nichols method. MATLAB Simulink is used to simulate the system. In order to determine the performance of EHA system for the position tracking. 3 different of external disturbance such as 0N, 5000N and 10000N has been injected into the system. Simulation results show that the Ziegler-Nichols fine tuning method provides the better tracking performance when compared to the trial and error method for every specific disturbance setting. The Ziegler Nichols method provides better disturbance rejection as the performances indexes such as percentage overshoot, settling time and steady state error are not affected by the varying of disturbance.