An anti-windup control scheme is proposed to achieve satisfactory control performance for the Near Space Vehicle (NSV) with input saturation and unknown external disturbances. The anti-windup control method combined with disturbance observer is adopted to eliminate the effect of input saturation and unknown external disturbances. A disturbance observer is presented to estimate the unknown disturbance generated by a linear exogenous system. To ensure the the stability of the close-loop system subject to input saturation, the anticipatory anti-windup compensator is developed and the robust controller is designed using the output of the disturbance observer. Finally, simulation results are presented for the NSV to verify the effectiveness of the proposed control scheme.