In [9], S. Nakanishi generalized the definition of Henstock-Kurzweil integral to functions with values in (UCs-N) spaces, and pointed out that the Saks-Henstock lemma holds for the case when the (UCs-N) spaces are nuclear Hilbertian (UCs-N) spaces, which include the spaces $\Cal S, \Cal S^{\prime}, \Cal D$ and $\Cal D^{\prime}$ occurring in distribution theory of L. Schwartz as typical spaces. In [12], L. I. Paredes and T. S. Chew studied a controlled convergence theorem for Banach space valued \hbox{\it HL} integrals. The purpose of this paper is to study a controlled convergence theorem for Henstock-Kurzweil integrals of functions taking values in nuclear Hilbertian (UCs-N) spaces.