The problem of load following of a pressurized water reactor (PWR) has been extensively investigated in the last decades. However, most of the pre-existing controllers proposed in the literature rely on full system state measurements. This paper proposes a finite-time super-twisting sliding mode controller based on an extended state observer (FTSTSMC-ESO) for the load following of the PWR in the presence of compound disturbances, without assuming full system state measurements. First, a description of the PWR system with two-points kinetics equations is given. Then, an ESO that provides exact estimates of the compound disturbances simultaneously with the unmeasured states (relative density of delayed neutron precursor, average fuel temperature, temperature of the coolant, xenon concentration, and iodine concentration) is designed by employing the measurements of the PWR system. With the use of information from the ESO, a FTSTSMC is proposed to improve the load following performance and deal with the estimation errors of the ESO, while at the same time limiting the axial power difference of the PWR core. Theoretical analysis indicates that the stability of the proposed whole load following control system can be guaranteed by means of Lyapunov stability theory. Finally, simulation results reveal that the proposed FTSTSMC-ESO scheme can achieve satisfactory estimation performance and better load following performance in comparison with a proportional-integral-derivative (PID) controller, an active disturbance rejection controller (ADRC), and an extended state observer-based sliding mode controller (ESO-SMC).