For the proportional directional valve controlled by two proportional solenoids, the normal control method (NCM) energizes only one solenoid at a time. The performance of the valve is greatly influenced by the nonlinearity of the proportional solenoid, such as dead zone and low force gain with a small current, and this effect cannot be eliminated by a simple dead-zone current compensation. To avoid this disadvantage, we propose the differential control method (DCM). By employing DCM, the controller outputs differential signals to simultaneously energize both solenoids of the proportional valve, and the operating point is found by analyzing the force output of the two solenoids to make a minimum variation of the current force gain. The comparisons of the valve response characteristics are made between NCM and DCM by nonlinear dynamic simulation and experiments. Simulation and experimental results show that by using DCM, the frequency response of the valve is greatly enhanced, especially when the input is small, which means that the dynamic characteristics of the proportional valve are improved.