This study presents a novel closed-loop tuning method for cascade control systems, in which both primary and secondary controllers are tuned simultaneously by directly using set-point step-response data without resorting to process models. The tuning method can be applied on-line to improve the performance of existing underperforming cascade controllers by retuning controller parameters, using routine operating data. The goal of the proposed design is to obtain the parameters of two proportional-integral-derivative (PID)-type controllers, so that the resulting inner and outer loops behave as similarly as possible to the appropriately specified reference models. The tuning rule and optimization problem related to the proposed design are derived. Based on the rationale behind cascade control, the secondary controller is designed based on disturbance rejection to quickly attenuate disturbances. The primary controller is designed to accurately account for the inner-loop dynamics, without requiring an additional test. In addition, robustness considerations are included in the proposed tuning method, which enable the designer to explicitly address the trade-off between performance and robustness for inner and outer loops independently. Simulation examples show that the proposed method exhibits superior control performance compared with the previous (model-based) tuning methods, confirming the effectiveness of this novel tuning method for cascade control systems. (c) 2014 Elsevier Ltd. All rights reserved.