Since the conventional open-loop optimal targeting of chaos is very sensitive to noise, a close-loop optimal targeting method is proposed to improve the targeting performance under noise. The present optimal targeting model takes into consideration both precision and speed of the targeting procedure. The parameters, rather than the output, of the targeting controller, are directly optimized to obtain optimal chaos targeting. Analysis regarding the mechanism is given from physics aspect and numerical experiment on the Hénon map is carried out to compare the targeting performance under noise between the close-loop and the open-loop methods.