This paper aims to solve the problem of the robust model predictive control, the contradiction of the system robustness, and the conservative terminal constraint set range. A robust model predictive control (RMPC) method based on an ε-approximation single-tube set is proposed. We construct a single-tube RMPC structure for linear discrete time invariant systems with additive disturbances. To this structure, we add the state estimation and state feedback to improve the convergence rate. Furthermore, we use the ε-approximation to estimate the terminal constraint set with less conservatism, thus improving the robustness. Then, we conduct a stability analysis of the ε-approximation single-tube RMPC system. The simulation results demonstrate the stability and interference allowance advantages of the proposed method.