The flapping-wing technology has emerged recently in the application of unmanned aerial robotics for autonomous flight, control, inspection, monitoring, and manipulation. Despite the advances in applications and outdoor manual flights (open-loop control), closed-loop control is yet to be investigated. This work presents a nonlinear optimal closed-loop control design via the state-dependent Riccati equation (SDRE) for a flapping-wing flying robot (FWFR). Considering that the dynamic modeling of the flapping-wing robot is complex, a proper model for the implementation of nonlinear control methods is demanded. This work proposes an alternative approach to deliver an equivalent dynamic for the translation of the system and a simplified model for orientation, to find equivalent dynamics for the whole system. The objective is to see the effect of flapping (periodic oscillation) on behavior through a simple model in simulation. Then the SDRE controller is applied to the derived model and implemented in simulations and experiments. The robot bird is a 1.6 m wingspan flapping-wing system (six-degree-of-freedom robot) with four actuators, three in the tail, and one as the flapping input. The underactuated system has been controlled successfully in position and orientation. The control loop is closed by the motion capture system in the indoor test bed where the experiments of flight have been successfully done.