Background: Aucklandia lappa Decne, a well known traditional herbal medicine, is used for the treatment of asthma, rheumatism, coughs, tuberculosis, and many other diseases. Objective: We performed simultaneous analysis of three sesquiterpene lactones, costunolide (1), dehydrocostus lactone (2), and alantolactone (3), obtained from a 70% methanol extract of A. lappa using high performance liquid chromatography–photodiode array (HPLC–PDA) techniques. Materials and Methods: The compounds 1–3 were separated using a reversed phase SunFire™ C18 analytical column kept at 35°C by the isocratic elution with distilled water and acetonitrile as mobile phase. The flow rate was 1.0 mL/min, and the injection volume was 10 μL. Results: The established analytical method showed high linearity, with a correlation coefficient ≥0.9999. The limit of detection and the limit of quantification of compounds 1–3 were 0.06–0.13 μg/mL and 0.21–0.42 μg/mL, respectively. The recovery of the compounds 1–3 was 97.27–103.00%. The intra and inter day relative standard deviations were 0.09–0.97% and 0.09–1.06%, respectively. The amounts of the compounds 1–3 were 17.32, 28.26, and 0.01 mg/g, respectively. Conclusion: The established and validated HPLC–PDA method may be help for the quality control of herbal medicine, A. lappa.