Multi-zone heating furnaces are extremely time-varying plants with high energy consumption, for which the task of energy efficiency improvement is of high importance. Most of the known adaptive and optimal control methods to solve this problem concentrate on temperature control only with the gas flow rate as a control signal, while neglecting such an important parameter as the pressure inside the furnace. But it influences the mass-heat flows, temperature, and the efficiency of the disturbances attenuation. The purpose of the study is to develop a model of dependence of the temperature inside one zone of the furnace on the position of a sliding damper of a flue-gas fan, which is an actuator in the pressure control loop, and develop a method of the furnace pressure control, which takes into account such a model. The obtained simulation results show that such advanced pressure control allows one to effectively attenuate disturbances, which are caused by the billets loading/unloading through the furnace doors.