Aiming at dynamic voltage restorer (DVR) needs real-time detection of voltage sag and fast compensation. However, the traditional proportional–integral (PI) control of DVR is difficult to take into account the fast following, immunity, and robustness of the system. This paper presents a DVR based on a self-coupled PI (SC-PI) controller. Because it contains a differential to a given voltage signal, it improves the speediness of the system. This control method defines unknown, uncertain dynamic, and external disturbance as a total disturbance d. The disturbance rejection and robustness of the system are enhanced by the cooperative control of output and given deviation through the controller speed factor. Through the cooperative control of the output and the given deviation by the controller speed factor, the immunity and robustness of the system are enhanced, and an adaptive speed factor model is introduced to avoid overshoot and oscillation due to integral saturation in the initial stage of dynamic response. The system’s stability is proved, and the effect of voltage sag compensation is analyzed by simulation. The response time of DVR based on SC-PI is 4 times faster than that of traditional PI, the voltage variation is 2.6923 times lower than that of traditional PI, and the harmonic distortion rate of load side voltage is 8.8333 times lower than that of traditional PI control. The results show that the DVR controlled by SC-PI can simultaneously take into account the fast following, immunity, and robustness of the system, proving the scheme’s feasibility and effectiveness.