In this paper, the particle swarm optimization (PSO) technique is used in optimising the proportional integral derivative (PID) controller parameters for the exhaust temperature control of a gas turbine system. The performance of the PID controller whose parameters are tuned based on the PSO method (PSO-PID) is compared with the conventional PID (CPID) controller that employs the Ziegler-Nichols method. A new performance criterion, known as multipurpose performance criterion (MPPC) is proposed and used in the PSO algorithm. Time domain performance of the PSO-PID controller, such as the maximum overshoot , rise time , settling time and absolute error (AE) are being optimized based on the MPPC and compared with other performance criteria such as the integral of time multiplied by absolute error (ITAE), integral of time multiplied by square error (ITSE), integral square error (ISE) and integral of absolute error (IAE). Result shows that the PSO technique, combined with the MPPC performance criterion is very effective to yield optimal transient response of the gas turbine exhaust temperature. An adjustable weighting factor in the MPPC technique makes it more reliable, consistent and flexible as compared to the commonly used performance criteria.