This study shows a new way to implement terrain-following σ-coordinate in a numerical model, which does not lead to the well-known “pressure gradient force (PGF)” problem. First, the causes of the PGF problem are analyzed with existing methods that are categorized into two different types based on the causes. Then, the new method that bypasses the PGF problem all together is proposed. By comparing these three methods and analyzing the expression of the scalar gradient in a curvilinear coordinate system, this study finds out that only when using the covariant scalar equations of σ-coordinate will the PGF computational form have one term in each momentum component equation, thereby avoiding the PGF problem completely. A convenient way of implementing the covariant scalar equations of σ-coordinate in a numerical atmospheric model is illustrated, which is to set corresponding parameters in the scalar equations of the Cartesian coordinate. Finally, two idealized experiments manifest that the PGF calculated with the new method is more accurate than using the classic one. This method can be used for oceanic models as well, and needs to be tested in both the atmospheric and oceanic models.