The modeling and control problems are investigated for cold rolling mill system. Firstly, we establish a monitor automatic gauge control (MAGC) model for a practical cold rolling mill system. The new model is with mismatched uncertainties. Then, an extended state observer (ESO) is developed to estimate uncertainties. In the general high-order systems, the ESO is also used to estimate states. By dynamic surface control method, we design the controller to guarantee stabilization of the cold rolling mill system. Furthermore, we extend proposed method to general high-order systems, in which we analyze the difference from cold rolling mill system. Finally, simulation results for MAGC system are presented to demonstrate the effectiveness of the proposed control strategy.