The control problem of Autonomous Underwater Vehicle (AUV) is a very challenging one since the mathematical model of AUV is characterized by high nonlinearity, strongly coupling and time-varying features. In this paper, our aim is to design a diving active disturbance rejection controller for AUV. Firstly, a mathematical model of AUV is established, and the mathematical model is subsequently decoupled into three subsystems including speed control model, diving control model and steering control model. Then, an improved tracking differentiator is employed, which can provide better noise attenuation performance and avoid the chattering phenomenon as compared to the traditional tracking differentiator. After that, the controller is designed by using the active disturbance rejection control (ADRC) with the improved tracking differentiator. Finally, simulations are given to shown the effectiveness of the developed control scheme.