In order to overcome hysteresis and dead zone problems caused by friction for the proportional solenoid valve, and improve rapidity and stability of the pneumatic system on hydraulic retarder, a closed-loop control strategy based on valve coil current was proposed. The high-frequency low-amplitude dither signal was introduced into the proportional solenoid valve. With the proper dither signal, the stick-slip motion of the valve core was transformed into a steady one, and its dynamic performance was improved. Consequently, response time of retarder was reduced during gear changing. The proportional valve coil current was measured as a feedback for a closed-loop control strategy. Combining with the closed-loop strategy, the PI control algorithm was adopted to make sure that valve current was in accordance with the target value. Pulse Width Modulation (PWM) signal was used for the driving of proportional solenoid valve. By changing the duty ratio of PWM, the superposition of dither signal and the control of proportional valve coil current were achieved. Platform-experiment was implemented at end. The results showed that, the pneumatic system of retarder output braking pressure rapidly and stably under different gears.