In this paper, an air bearing with a variable gap diaphragm is controlled in order to improve the dynamic characteristics. Actively controlled air bearing is investigated to overcome the defects of air bearing such as low damping coefficients. Active thrust air bearings with a variable gap diaphragm are designed and manufactured. The active air bearings with a variable gap diaphragm are composed with air bearing with a variable gap diaphragm, gap sensors, a controller, and piezo actuators. Time Delay Controller is employed. Experimental results show that active control of air bearing with a variable gap diaphragm can improve dynamic characteristics of air bearing.