A Constrained Finite Time Optimal Controller (CFTOC) for attitude set-point maneuvers of an Unmanned Quadrotor Helicopter (UqH) operating under severe wind conditions is the subject of this article. The UqH's nonlinear dynamics is linearized in various operating points resulting in a set of piecewise models. The CFTOC is designed for set-point maneuvers taking into account the switching between the linear models and the constraints of the actuators. The control scheme is applied in experimental studies in a prototype UqH operating in harsh weather conditions resulting from wind gusts. The UqH rejects the induced wind-disturbances while performing attitude set-point maneuvers.