This paper presents a study on robust control of vehicle electrohydraulic suspension with parameter uncertainties. The change of sprung mass and the variation of spring stiffness, damping coefficient, and actuator parameters are considered as parameter uncertainties and described by different methods. A robust controller is then designed for the uncertain vehicle suspension model to optimise its performances on ride comfort, suspension deflection, and road holding ability considering suspension and actuator parameter uncertainties and actuator saturation. The sufficient conditions for designing such a controller are derived as linear matrix inequalities (LMIs) which can be solved using standard software. Numerical simulations are used to validate the effectiveness of the proposed approach. It is confirmed by the simulation results that the applied control strategy performs better than the passive suspension regardless of the parameter uncertainties.