The invention discloses a design method for a high-speed pantograph multi-target finite frequency domain controller. The method comprises the following steps that a pantograph and overhead contact wire system nonlinear model and a state-space model are established; frequency domain characteristics of contact force fluctuation are analyzed by power spectral density, and therefore dominant frequency of the contact force is determined; a pantograph and overhead contact wire model for control is constructed, a control target is determined, then, the controller is designed, and a control gain matrix is calculated; a pantograph and overhead contact wire model for estimation is constructed, and noise statistics unknown or time-varying estimator design is considered. The controller takes advantages of the frequency domain characteristics of the contact force fluctuation and improves the control property, and the application of the estimator and the limitation for control force improve the practicality of a project.