Based on the pressure regulation circuit using electro-hydraulic proportional relief valve, a bi-directional- electro-hydraulic proportional tension was designed and its theoretical analysis was made. The effect on tension caused by parameter varying and uncertain factors of the hydraulic system was considered, and a direct adaptive robust electro-hydraulic tension control method was proposed. Experimental study was also carried out through a tension load-simulation experimentation system. The theoretical analysis and experimental results show that the proposed electro-hydraulic tension winch and the corresponding control method are effective for the tension control by uncertain factors with satisfying control performance obtained in implementation.