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This paper deals with the design of new self-tuning Fuzzy Fractional Order PID (AFFOPID) controller based on nonlinear MIMO structure for an AUV in order to enhance the performance in both transient state and steady state of traditional PID controller. It is particularly advantageous when the effects of highly nonlinear processes, like high maneuver, parameters variation, have to be controlled in presence of sensor noises and wave disturbances. Aspects of AUV controlling are crucial because of Complexity and highly coupled dynamics, time variety and difficulty in hydrodynamic modeling. In this try, the comprehensive nonlinear model of AUV is derived through kinematics and dynamic equations. The scaling factor of the proposed AFFOPID Controller is adjusted online at different underwater conditions. Combination of adaptive fuzzy methods and PID controllers can enhance solving the uncertainty challenge in the PID parameters and AUV parameter uncertainty. The simulation results show that developed control system is stable, competent and efficient enough to control the AUV in path following with stabilized and controlled speed. Obtained results demonstrate that the proposed controller has good performance and significant robust stability in comparison to traditional tuned PID controllers.