Nowadays more and more materials can be manufactured or stored in continuous web form. The vibration of the moving web limits the productivity and quality of the web materials. The active vibration control of the moving web with varying density is considered in this paper. Finite difference method is used to discretize the dynamic equations of the moving web with varying density and derive the state equation of transverse vibration control system for the moving web with varying density. The simulation of the response and decay process of transverse vibration for the moving web with varying density after the implementation of suboptimal control is performed by numerical calculation.