In order to coordinate the damping performance and energy regenerative performance of energy regenerative suspension, this paper proposes a structure of vehicle semi-active energy regenerative suspension with electro-hydraulic actuator (EHA). In light of the proposed concept, a specific energy regenerative scheme is designed and the mechanical properties test is carried out. Based on the test results, the parameter identification for the system model is conducted using recursive least squares algorithm. On the basis of system principle, the nonlinear model of the semi-active energy regenerative suspension with EHA is built. Meanwhile, LQG control strategy of the system is designed. And then the influence of the main parameters of EHA on the damping performance and energy regenerative performance of suspension is analyzed. Finally, the main parameters of EHA actuator are optimized via genetic algorithm. The test results show that when sinusoidal is input at the frequency of 2Hz and the amplitude of 30mm, the spring mass acceleration RMS value of optimized EHA semi-active energy regenerative suspension is reduced by 22.23% and energy regenerative power RMS value is increased by 40.51%, which means while meeting the requirements of certain vehicle ride comfort and driving safety, energy regenerative performance is improved significantly.