Based on vehicle with Electro-Hydraulic Brake system (EHB), this paper proposes a new yaw stability optimized control strategy. Two degrees of freedom vehicle model is used as reference model, and Proportional Integral (PI) control algorithm is used to derive the additional yaw moment. According to the additional yaw moment and the steering wheel angle, the actual driving characteristics of vehicle are recognized and the controlled wheels are chosen. This paper distributes the additional yaw moment to every wheel based on the method combining the pseudo inverse method and mathematical programming approach. EHB is used to follow the target wheel cylinder pressure. The results of Hardware-in-Loop (HIL) test show that this control strategy can improve the yaw stability of vehicle effectively on the road surface with high or low adhesion coefficient.