Aiming at the limitation of using trial-and-touch method which lacks of theoretical basis in setting the proportional integral (PI) controller parameters of HVDC transmission system with line ommutated converters, this paper proposes a PI controller parameter setting method. Firstly, the linearized state space model of HVDC transmission system is established, and then the linearized transfer function expression with PI controller parameter variables is obtained. Next, the influence results of PI controller parameters on time domain performance and frequency domain performance are obtained. The setting range of controller parameters considering only time domain performance index or frequency domain performance index is obtained. Then, using these two results, the time-frequency domain performance correspondence of the system is given. Finally, the stability margin for HVDC control parameter setting is established.