This paper describes walking control suppressing the lateral unstable movement of the strip in a hot strip finishing mill. The conventional method for controlling walking is well known as “load difference method”, in which the measured load difference between the drive and operator sides of the rolling stand is fed back to the roll gap slant reference. However, analyzing the relationship between the feedback control gains of load difference and control effects, we found that the conventional method had a defect that the control effect extremely decreased, as the strip width became wide. Therefore, we developed a new control method that the manipulated value of the roll gap slant was determined based on the strip position measured by a newly developed measuring instrument. In this method, because the strip position sensor is equipped at the entry side of the controlled rolling stand with some distance, the measured strip position is not equal to that at the rolling stand, which is the controlled variable. We overcome the difficulty by applying the model predictive control having the function to predict a future value of the controlled variable and optimizing the manipulated value of the roll gap slant. The effectiveness of the new control method has been demonstrated in an actual plant.