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In order to have the desired performance both in time domain and frequency domain, an approximation method based on a desired system in frequency domain is proposed. In the low frequency band of the open-loop amplitude-phase frequency curve, the real part and the imaginary part of the system to be designed respectively approximate to those of the desired one such that the proportional gain Kp and the integral gain Ki of the PID controller can be obtained. In the mid-band of frequency, the confidence interval of the differential gain Kd is calculated by expecting a higher gain margin than the desired one which ensures the stability of the closed-loop system. The simulations for time-delay system and non-minimum phase system show that the proposed method out-performers the others in set-point tracking. Meanwhile, the comparison to the other three kinds of PID design methods in frequency-domain performance and step response demonstrates that the proposed PID controller outperforms the others. The resulted stability margin by the proposed method is not less than the desired one. The experiment of water level control demonstrates that the proposed system can have zero overshoot or 5 time faster than the open loop system response.