In industry, gain‐scheduled proportional‐integral‐derivative (PID) control is performed for nonlinear systems using a look‐up table (LUT) that is easy to understand. Compared with the fixed PID, there are many more parameters of the scheduler, and it takes a lot of time to tune them. Also, the ROM storage area increases. To address these problems, in this paper, we propose a gain‐scheduled control law using the sparse polynomial functions and a direct parameter tuning method without system identification. The polynomial functions are used instead of LUT to reduce the ROM area. For direct tuning, data‐driven control is formulated so that it can be applied to the gain‐scheduled control, and the optimal parameters are obtained by the LASSO regression, with which the small contributing parameters of the scheduler become zero, and a sparse controller is obtained. The effectiveness of this method was examined by simulation for two types of nonlinear systems. As a result, it was revealed that a sparse controller with a low calculation cost and a reduced ROM area can be directly obtained without knowing the characteristics of the controlled object for a large number of control parameters of the gain scheduler.