This article describes the aerodynamic coupling modelling problem and autopilot design method of highly manoeuvring skid-to-turn missiles. A well-defined linearized aerodynamic model of flight vehicle is necessary to design high-performance flight control system. Especially, in the case of missile with high angle of attack and large aerodynamic coupling effect, a linearized model used for the flight control system design plays an important role in determining the stability and performance of the overall system. Also, the partial derivatives of aerodynamic coefficients being used to derive the linearized model represent the primary characteristics that determine the stability of the control system. In this article, the calculation method of aerodynamic derivatives and autopilot design method which reflects the coupling effects of highly manoeuvrable missiles is proposed. First, two different calculation methods of aerodynamic derivatives are suggested. Also, the strength and weakness of each method are analysed. Also, it is explained that the calculation method of aerodynamic derivatives using the alpha-beta constant method is more reasonable than bank constant method for highly manoeuvrable missiles with severe coupling effects. In this case, the effective autopilot design approach is to directly apply the control schemes for multi-input multi-output systems. The suggested method is applied to the derivation of linearized aerodynamic coupling model for skid-to-turn missile which has heavy aerodynamic coupling due to high manoeuvrability. For validation of the suggested model, the autopilot design processes for a generic surface-to-air missile are performed. Non-linear simulation results are given to show that the proposed modelling method reflects the motion characteristics of non-linear missile system. In order to improve the performance of autopilot, the autopilot implementation procedures using the online gain calculation scheme are also discussed briefly.