The invention discloses a MIMO different-factor full-form model-free control method with parameter self-tuning. In view of the limitations of the existing MIMO full-form model-free control method with the same-factor structure, namely, at time k, different control inputs in the control input vector can only use the same values of penalty factor and step-size factors, the invention proposes a MIMO full-form model-free control method with the different-factor structure, namely, at time k, different control inputs in the control input vector can use different values of penalty factors and/or step-size factors, which can solve control problems of strongly nonlinear MIMO systems with different characteristics between control channels widely existing in complex plants. Meanwhile, parameter self-tuning is proposed to effectively address the problem of time-consuming and cost-consuming when tuning the penalty factors and/or step-size factors. Compared with the existing method, the inventive method has higher control accuracy, stronger stability and wider applicability.