In this paper, a novel auto-tuning method for a cascade control system is proposed. By employing a simple relay feedback test, both inner and outer loop model parameters can be simultaneously identified. Consequently, well-established proportional-integral-derivative (PID) tuning rules can be applied to tune both loops. Compared with existing methods, the new method is simpler and yet more effective. It can be directly integrated into commercially available industrial auto-tuning systems. Some examples are given to illustrate the effectiveness and robustness of the proposed method.