MEMS (micro electrical mechanical systems) gyroscopes are used to measure the angular rate in several applications. The performance of a MEMS gyroscope is dependent on more than one factor, such as mechanical imperfections, environmental condition-dependent parameter variations, and mechanical-thermal noises. These factors should be compensated to improve the performance of the MEMS gyroscope. To overcome this compensation problem, a closed-loop control system is one of the solutions. In this paper, a closed-loop control system is implemented. However, other than previously applied methods, a proxy-based sliding mode control approach is proposed, which is a novelty for the control of the MEMS gyroscope drive axis since, to the best of our knowledge, this method has not been applied to gyroscope control problems. Proxy-based sliding mode controllers do not suffer from the chattering phenomenon. Additionally, we do not need an exact system model to implement the control law. In particular, we are investigating, in this paper, the compatibility and performance of a proxy-based sliding mode controller for a closed-loop gyroscope implementation. We show that our proposed method provides robustness against model uncertainties and disturbances and is easy to implement. We also compare the performance of classical sliding mode controllers and proxy-based sliding mode controllers, which demonstrate the evident superiority of the proxy-based controller in our implementation results. Simulation results show that system error and gyroscope total error reduced by 49.52% and 12.03%, respectively, compared to the sliding mode controller. Simulation results are supported with the experimental data, and experimental results clearly demonstrate the superiority of the proxy-based sliding mode controller.