A leg-wheel robot, which has mechanically separated four legs and two wheels, performs high mobility and stability on rough terrain. In this paper, we propose a basic control method for the leg-wheel robot moving on unexplored rough terrains. When moving on a rough terrain, the compliance values and the trajectories of legs are set up in proportion to the environment without using external sensors. And the step axis mechanism that we have developed realizes the stable rolling movement of the robot. The proposed method is evaluated by simulations and experiments. Using this method combined with the predictive event driven gaits, the leg-wheel robot can move on rough terrains in arbitrary directions.