With the development of power-electronics technology, PWM rectifiers are widely used in many fields. They are especially suitable for high-precision- and high-efficiency-application scenarios, such as communication and industrial control. Although it has many advantages, overshoot control during startup is a challenge. Therefore, this paper first derives the input–output mathematical model through equation establishment and dq-coordinate transformation. Next, a voltage and current double closed-loop simulation model is established in MATLAB/Simulink, and its control effect is analyzed. On this basis, a new voltage-setting strategy is designed to reduce the output-voltage overshoot of the PWM rectifier when starting. The simulation results demonstrate that the strategy has a good application effect and can contain starting-voltage overshooting from 12.88% to 0.925%. Moreover, the principle of this strategy is simpler and easier to understand and implement compared with traditional strategies.