We report a closed-loop control system for paramagnetic catalytically self-propelled Janus microrobots. We achieve this control by employing electromagnetic coils that direct the magnetic field in a desired orientation to steer the microrobots. The microrobots move due to the catalytic decomposition of hydrogen peroxide, during which they align themselves to the magnetic torques applied to them. Because the angle between their direction of motion and their magnetic orientation is a priori unknown, an algorithm is used to determine this angular offset and adjust the magnetic field appropriately. The microrobots are located using real-time particle tracking that integrates with a video camera. A target location or desired trajectory can be drawn by the user for the microrobots to follow.