This paper proposes a new closed loop form of downlink transmission power control (TPC) which can resolve the interference increase problem due to multiple site transmission during soft hand-over (SHO). In the proposed method, base stations (BSs) connecting to a mobile station (MS) with non-minimum path loss reduce their power gradually to reach a minimum level. A BS with a minimum path loss in the active set, on the other hand, controls its own power to keep the signal quality received in the MS at a constant level. The BS selection is carried out using the TPC signal derived as a fine combination of power-up/power-down signal and a primary BS identification number. The capacity of the proposed TPC is compared with other TPC methods including a conventional one in which the power of BSs in the same active set is equally controlled. The simulations indicate that the capacity of the proposed TPC is higher than that of the conventional TPC and it is comparable with that of an ideal instantaneous hard hand-over system.