In this paper, we propose a linear quadratic regulator(LQR) controller design for the active suspension using evolution strategy(ES) and neural network. We can improve the inherent suspension problem, the trade-off between ride quality and suspension travel by selecting appropriate weight in the LQR-objective function. Since any definite rules for selecting weights do not exist, we replace the designers trial-and-error method with ES that is an optimization algorithm. Using the ES, we can find the proper control gains for selected frequencies, which have major effects on the vibrations of the vehicle. The relationship between the frequencies and proper control gains are generalized by use of the neural networks. When the vehicle is driven, the trained neural network is activated and provides the proper gains for operating frequencies. And we adopted double sky-hook control to protect car component when passing large bump. Effectiveness of our design has been shown compared to the conventional sky-hook controller through simulation studies.