An innovative design procedure for controlling a nonlinear system subject to Poisson white noise excitation to target a specified stationary probability density function is proposed based on the approximate generalized Fokker–Planck–Kolmogorov equation of a Poisson-white-noise-excited nonlinear system. First, the technique for deriving the generalized Fokker–Planck–Kolmogorov equation of the Poisson-white-noise-excited nonlinear system is briefly reviewed. Then, the approach for designing the feedback control of nonlinear stochastic systems under Poisson white noise excitations to target a pre-specified stationary probability density function is presented. Finally, an example is given to illustrate the procedure and effectiveness of the proposed control strategy.