The High-Voltage Direct Current (HVDC) transmission lines are power electronics based elements more and more used in power grids. In addition to the transport capacity, they provide more control degrees of freedom and possibilities than the classic AC lines. As a consequence, the way in which these controls are synthesized has an impact not only on the dynamics of HVDC power converters but also on the ones of the neighbor AC zone of the HVDC link. To ensure optimal impact, the dynamics which involve neighbor elements have to be taken into account at the control stage. In a standard model-based control, this often leads to complex control models. The model-free control is a recently developed approach, with several successful applications. It uses a very simplified " ultra-local " model, which is continuously data-driven adapted. This approach is employed here for a HVDC in the AC grid context mentioned above. The performances and robustness are compared with the ones of the classic vector-control.