Agile aerospace vehicles present demanding requirements for flight control systems, due to fast dynamics, large flight envelopes, and the possibility of actuator saturation. Nonlinearities caused by the saturations, especially when not accounted for during control design, can hinder vehicle performance and stability. This thesis presents a robust control design procedure with anti-windup augmentation, applied to the case of an agile aerospace vehicle. The model includes linear airframe dynamics and a second-order nonlinear actuator. A baseline controller is synthesized utilizing the signal-based closed-loop shaping design method to obtain good performance and robustness metrics in the linear domain. A co-design procedure of control gains and weighting filters is employed to optimize the synthesis procedure. Design of an anti-windup augmentation based on the rate saturation signal is then carried out to address the performance degradation of a constrained system. Three distinct anti-windup schemes are analyzed, ranging from classical to modern frameworks. A comparative analysis of the proposed compensators is provided by evaluating the L2 gain and simulating a flight scenario under a nonlinear actuator with multiple saturations. The effectiveness of all anti-windup schemes in stabilizing the vehicle under saturations and improving its performance is demonstrated.