During the composite winding process, pressure fluctuation will affect the density and homogeneity of the products and will make the interfacial strength disaccord with the fiber volume fraction. In order to improve the guiding precision and stability of the winding pressure, the bearing guide is replaced by the rolling guide in designing the pressure guiding mechanism, and parametric model of the guiding mechanism is established based on dynamics experiment of the joint surfaces. By analyzing the modal and harmonic response, the corresponding measures for improvement are proposed. Experimental results show that the designed guiding mechanism based on the rolling guide has high precision and perfect stability. Additionally, roundness error and installation error of the mandrel can cause the winding pressure to fluctuate and the gas compressibility, nonlinear flow, dead zone, cylinder friction, measurement noise and other nonlinear disturbances have significant impact on the pneumatic pressure control system. Considering the above circumstance, an adaptive fuzzy proportional–integral–derivative (PID) controller based on the grey prediction is proposed. By predicting the output pressure, trend of the pressure signal can be reflected accurately, which provides a reliable basis for the decision-making of the fuzzy PID controller. Simultaneously, two separate fuzzy inference systems are employed to adjust the step length of the predictive control and the scale factor of the step self-tuning algorithm. Simulation and experimental results show that the fuzzy PID controller based on grey prediction has shorter settling time, smaller overshoot and error, stronger robustness and interference immunity. The designed guiding mechanism and control algorithm have effectively improved the precision and stability of the pressure control system for the composite materials winding formation.