This paper is concerned with the control problem for a shield tunneling machine under a rectification condition in order to attain the accuracy requirement. With the enormous size of the complicated construction environment, it is a challenging issue to regulate attitude with high precision for practical tunneling. The difficulty is attributed to two main factors: the uncertain load acting on the shield body which is unavailable in advance and nonlinear factors caused by the hydraulic actuators, such as saturation, hysteresis and time delay. To tackle these problems, we propose a double closed-loop control strategy. First, with the aid of the equivalent load, a dynamic model in the case of regulating attitude is established; second, an adaptive sliding mode controller is presented by means of a synthesizing gradient algorithm and variable structure technology, as well as the stabilities of overall system are performed in the sense of Lyapunov stability theory and LaSalle's invariant principle; lastly, a thrust controller is proposed to make the hydraulic cylinders track the desired thrust force trajectories where the saturation of the hydraulic actuators is considered. Numerical simulations verify that the proposed double closed-loop control structure is simple but effective, which yields a potential value for a practical shield tunneling machine subject to actuator saturation constraints.