This paper proposes an autopilot design for an interceptor with thrust vector control that operates in the endo- and exoatmospheric regions. The main objective of the proposed autopilot design is to ensure control performance in both atmospheric regions, without changing the control mechanism. In this paper, the characteristics of the aerodynamic forces in both atmospheric regions are first investigated to examine the issue of the conventional control mechanism at various altitudes. And then, a control mechanism, which can be applied to both atmospheric regions, is determined based on the analysis results. An autopilot design is then followed by utilizing the control mechanism and the feedback linearization control method. Accordingly, the proposed autopilot does not rely on changing the control mechanism depending on flight condition unlike the conventional approach, however it can adjust the control gains automatically according to the changes in flight operating conditions. In this paper, the robustness of the proposed autopilot is investigated through the tracking error analysis and the relative stability analysis in the presence of model uncertainties. The physical meaning of the proposed autopilot is also presented by comparing to the well-known three-loop control structure. Finally, numerical simulations are performed to show the performance of the proposed method.