This paper investigates the dynamic positioning (DP) control problem of marine surface vessels (MSVs) suffering from external perturbations and input saturation. The linear Matrix Inequalities (LMI) based guaranteed cost control scheme is designed to obtain the satisfaction of the preset performance indicators. Aiming towards this purpose, the mathematical model of the MSV is first translated into a novel state-and-parameter-dependent (SPD) structure under small yaw angle variation. Furthermore, the performance indicator of the control scheme is derived for robustness against disturbances. With the application of LMI analysis method, the performance function will be transformed to a matrix inequality. Then, input saturation constraints are imposed to the control input, which will also be treated as a matrix inequality. Eventually, theoretical analysis shows that asymptotic stability will be endowed to the closed-loop system and input saturation constraints are also satisfied. Numerical simulation results are presented to demonstrate the advantage and validity of the proposed controller.