Physical constraints are present in many practical control problems. These constraints can be on inputs due to actuator limitations, as well as on outputs and some intermediate variables due to safety limitations, product quality requirements, efficiency considerations. Such constraints must be taken into account in any control system design. In this study, continuous-time generalised predictive control (CGPC) has been extended to include such constraints. This has been achieved by reformulating the CGPC problem as a QP (quadratic programming) problem. The resulting constrained CGPC method has been tested by simulations and the results have been discussed.