An Anti-Windup (AW) compensator is applied to the Embedded Cylindrical-Array Magnetic Actuator (ECAMA) to sustain the performance of spindle position regulation for milling machines under actuator saturation. Since ECAMA is a type of Active Magnetic Bearing (AMB), the maximum supplied coil current and the induced magnetic force are both limited by their extrema. Once the magnetic actuator is saturated, the required control input cannot be realized by the actuator as long as the magnitude of control input exceeds the upper limit of the actuator output. In this work, an AW compensator is therefore proposed and employed to compensate the output of PID controller to prevent saturation of ECAMA. By employing commercial software MATLAB/Simulink and signal processing interface, Module DS1104 by dSPACE, the efficacy of the AW compensation is practically verified by intensive experiments.