The purpose of the article is to develop a new approach to strategic management of sustainable development of agro-industrial complex under conditions of economic integration and to solve the problem of preservation of national agro-industrial complex under the condition of globalizing and integrative processes which take place in the global economy. In order to achieve this goal, the work uses methods of modeling, forecasting, scenario analysis, problem analysis, synthesis, deduction & induction, and conceptual provisions of systemic approach. Methodology of the research is based on the principles of integrity and differences, positive and normative economic analysis. The authors develop innovational approach to strategic management of sustainable development of agroindustrial complex under the conditions of economic integration and analyze possible scenarios of development of agro-industrial complex under the conditions of economic integration during use of various approaches to management. As a result of the research, the authors come to the conclusion that only independent development of national enterprises of agro-industrial complex can provide its sustainable development. Excessive state support can ruin stimuli for implementation of innovations, despite a lot of financial and investment resources for that. Without state regulation, national enterprises of this complex will not be able to compete with foreign rivals, which causes necessity for use of innovational approach to strategic management of sustainable development of agro-industrial complex under economic integration.