This paper researches the small-size unmanned helicopter attitude control problem with actuator saturation limit. Traditional approach for this problem is often based on an accurate dynamic model which is complicated and difficult to achieve in engineering. In this paper, we propose an anti-windup PID approach which does not rely on sophicated helicopter dynamic model. The anti-windup PID controller is established by adding a phase-lead compensator to the conventional PID controller. The performance and merits of this proposed controller are exemplified by the simulations between the conventional PID controller and the anti-windup PID controller.