In this brief, we introduce a "bandwidth-on-demand" variable-gain control (VGC) strategy that allows for a varying bandwidth of the feedback controller. The proposed VGC can achieve improved performance given time-varying, reference-dependent performance requirements compared with linear time-invariant (LTI) control suffering from design tradeoffs between low-frequency tracking performance and sensitivity to higher-frequency disturbances. The VGC consists of frequency-domain loop-shaped linear filters and a variable-gain element, which depends on reference information. We present easy-to-use controller design guidelines and data-based frequency-domain conditions to verify stability and convergence of the closed-loop system. Moreover, the ability of the ``bandwidth-on-demand'' controller to outperform LTI controllers is emphasized through experiments on an industrial nanopositioning motion stage.