SummaryThis paper proposes a non‐iterative direct approach for controller design from experimental data; the parameters of a controller of a prescribed order and structure are optimized with respect to a relevant performance criterion. The proposed design method enjoys the following features: (i) It does not involve the identification of the process to be controlled; (ii) it only requires a single experiment; (iii) in the case of stable plants, no initial controller is needed even when the process to be controlled is non‐minimum phase; and (iv) it provides sufficient conditions for the resulting closed‐loop system to be stable. The approach builds upon the so‐called unfalsified control theory; this key point makes it possible to derive simple and intuitive relations between the choice of the performance criterion to be optimized and closed‐loop stability conditions. The analysis is supported by numerical examples. Copyright © 2017 John Wiley & Sons, Ltd.