As the lateral inertia of small high speed Unmanned Aerial Vehicle(UAV) is very small, larger roll angle acceleration will be produced in the control of rudder roll channel, which results in dramatic rolling movement, shows obvious control coupling effect and then affects the lateral control of small high speed UAV. The forming mechanism is introduced according to the system mathematical model, as well as the UAV control process. Considering the control coupling torque that cannot be ignored, a corresponding coupling compensation control law is proposed by using Proportion Integral Derivative(PID) control method. Simulation results show that the method proposed can effectively compensate the control coupling torque.