A fine tracking system is crucial for maintaining the accuracy of the optical communication terminals that aim at each other. To ensure the reliability of the communication link, the fine tracking system requires high bandwidth to mitigate the effect of arrival angle fluctuation caused by atmospheric turbulence. Traditionally, the fine tracking system includes only a single feedback loop; a high bandwidth is obtained by increasing the high gain of the fine tracking system, which usually suffers considerably from the time delay engendered by sampling and data processing, the hysteresis nonlinearity of a fast steering mirror (FSM), and the limitations of dynamic response of FSM. To track the beacon in real time and with high precision, a pioneering control method is presented in our paper, namely, double closed-loop control (DCC), which performs better in a tracking system compared with a traditional single-feedback loop. In the inner feedback loop, the response of FSM is measured by a strain gauge sensor (SGS) and used as the inner feedback signal. Thus, by co-operating with the outer CCD-based feedback loop, a DCC scheme is proposed for the fine tracking system. With the SGS signal, the inner loop controller is designed to obtain a rapid response without overshooting; meanwhile, the hysteresis nonlinearity is diminished. Experimental results indicate that the static hysteresis nonlinearity of FSM is reduced from 15.6% to 1.4% by an inner feedback loop, and the dynamic response and stability of FSM is greatly improved, thereby simplifying the outer loop controller design. Then, with the SGS signal, the time delay of the outer loop can be compensated accurately with a predicted signal compensation method. The experimental results show that the −3 dB error rejection bandwidth is increased from 76 to 85 Hz, and the coupling efficiency in our optical communication system is improved by 16.87% after using the DCC fine tracking method. These results indicate that the DCC method can effectively achieve the goal of fast and accurate tracking for optical communications systems.