After investigating into the design of classical FIR digital filter, a method of FIR filter design based on proximate best uniform approximation is proposed. The paper introduces the theoretical basis of the proximate best uniform approximation theory in detail, and applies it to the design of FIR digital filter. The procedure of designing a FIR filter with the proximate best uniform approximation method is given. The example shows that the filter designed by this method is of good performance in both pass band and eliminated band, and comparatively little calculation related, and hence it is of promising prospect to be applied.