In order to maintain the tunneling gap and its fluctuation between a tunneling tip and a detecting electrode at the operation points of 1 nm and 0.1 nm respectively, a Linear Quadratic Gauss (LQG) closed-loop feedback control system was designed to reduce the system noise and to expand the bandwidth of the Micro Tunneling Gyroscope (MTG). Based on the linearization of the exponential tunneling effect using the minification method, the linearized model of the sensing mode of the MTG was deduced. By taking the Coriolis acceleration and electronic tunneling 1/f noise as the process noise and output noise of the sensing mode of the MTG, respectively, the LQG controller composed of a optimal state estimator and a Linear Quadratic (LQ)regulator was designed. The simulated system and the real LQG control circuit were established for the dynamic test. The simulation results show that the signal-to-noise ratio can be increased by 24 dB and the deviation of the tunneling gap between the two electrodes can be maintained at the value of 10-4 nm by the proposed LQG feedback controller.Furthermore, the testing curve indicates that the peak-to-peak amplitude of the tunneling current noise is 0.4 nA and the tunneling gap can be controlled to be 1 nm under the excitation of dynamic acceleration.