A valve-controlled hydraulic cylinder system has the characteristics of uncertainty and time-variance, and the electro-hydraulic servo unit encounters shock, vibration, and other external interference when working, which seriously affect the stability of the valve-controlled hydraulic cylinder system. Therefore, it is necessary to introduce an active disturbance rejection controller (ADRC) into the electro-hydraulic servo control. However, there are many ADRC parameters, and it is difficult to set these only with expert experience. Therefore, we propose applying the gray wolf optimization algorithm (GWO) to the ADRC, to auto-tune the parameters and find the optimal solution. In addition, the advantages of the GWO in ADRC parameter tuning are proven and analyzed. The simulation and experimental results showed that the GWO algorithm had a faster mean time for parameter tuning and the smallest fitness value (integrated time and absolute error), compared to the particle swarm optimization algorithm and genetic algorithm. Moreover, a valve-controlled cylinder system, after parameter tuning by the gray wolf optimization algorithm, could accurately adjust the parameters of the auto-disturbance rejection controller, with a faster response speed, smaller overshoot, and better anti-disturbance ability.