The traditional filling control strategy mainly relies on a large number of calibrations and is an open loop control. In order to avoid cumbersome calibrations and improve the control precision, a systematic approach of the filling control for wet dual clutch transmission is established in this paper. First, a model of the electro-hydraulic actuator for the wet dual clutch transmissions is presented and validated by the experiments. Then, an analytic solution method is developed for the filling control. To obtain the analytic solution of the filling pressure trajectory in the filling phase, the nonlinear mathematic model for wet clutches is transformed into a model in linear space by the feedback linearization, and then the optimal filling pressure trajectory is obtained based on Pontryagin’s Minimum Principle. Furthermore, to improve the control accuracy of a variable force solenoid, a closed loop control based on adaptive generalized predictive control algorithm is applied to the developed model of the electro-hydraulic actuator to track the optimal filling pressure trajectory. The simulation results indicate that the control strategy is effective for solving the filling control problem.