We present a proximal gradient method to solve the ensemble density functional theory(EDFT)model for electronic structure calculations.The EDFT model is especially well suited for metallic systems.It can be cast as a matrix optimization problem with orthogonality constraints.Our algorithm uses an equivalent reformulation of the EDFT model.Convergence to stationary points is established.Numerical results show that this method can outperform the well-known self-consistent field iteration on many metallic systems.