Once an asymmetrical fault occurs on the AC side of the receiving-end of a high-voltage direct current (HVDC) transmission system, the current reference will be affected by the control regulation on the DC inverter side and the commutation voltage asymmetry. In this case, the advance firing angle will fluctuate periodically, causing security threats to the system. If the fault cannot be cleared in time, the effect may be even more serious. However, the traditional proportional-integral (PI) controller cannot effectively suppress the periodic components in the input error signal, which is an important cause of continuous commutation failure. Thus, the system requires more time to recover from the fault. Motivated by this, a self-adaptive auto-disturbance rejection PI controller is proposed in this study. The controller has the advantages of fast response speed and strong anti-interference ability of the auto-disturbance rejection controller. On one hand, it can automatically adjust PI, and the parameters can maintain the system’s adaptive ability. On the other hand, the discretization process satisfies the computer simulation requirements. By applying the proposed controller to a system under constant current control and extinction angle control, the dynamic response speed can be improved and the robust performance of the system can be ensured when dealing with a wide range of perturbations. Finally, simulation results show that the proposed algorithm can effectively suppress the continuous commutation failure of DC transmission systems.