The control strategy of MMC generally adopts double closed loops PI control, while there is no fixed way to design the PI parameters and adjustment is difficult. This paper presents a control strategy which is based on LQR theory. The strategy has such advantages as simple parameters, quick response and strong adaptability etc. The LQR control is used to instead of the inner ring of the double closed loop control. In order to eliminate the steady-state errors of LQR control, the integral control is added to the LQR, constitute the linear quadratic optimal control strategy (LQRI). Finally, the MMC-HVDC systems are simulated in MALAB/Simulink, the control performances of the LQRI controller are compared to the double closed loops PI control. The simulation results validate the feasibility and superiority of the proposed control strategy.