In this paper, we seek to provide a systematic anti-windup control synthesis approach for systems with actuator saturation within a linear parameter-varying (LPV) design framework. The closed-loop induced L-2 gain control problem is considered. Different from conventional two-step anti-windup design approaches, the proposed scheme directly utilizes saturation indicator parameters to schedule accordingly the parameter-varying controller. Hence, the synthesis conditions are formulated in terms of linear matrix inequalities (LMIs) that can be solved very efficiently. The resulting gain-scheduled controller is non-linear in general and would lead to graceful performance degradation in the presence of actuator saturation non-linearities and linear performance recovery. An aircraft longitudinal dynamics control problem with two input saturation non-linearities is used to demonstrate the effectiveness of the proposed LPV anti-windup scheme.