The invention relates to a method for effectively improving quick response on external load change for a generator set. The method comprises the following steps of (1) quickly estimating rough fuel quantity required by a generator set under a practical load command via a function f1(x) by a generator set load control loop; (2) according to the specific mode of a boiler powder preparing system, properly regulating the function f1(x); (3) adding a differential module into the generator set load control loop, and regulating the differential action intensity and the differential action time of the practical load command; (4) leading the deviation signal of machine front pressure into the master-control feedforward loop of the boiler and the master-control loop of a steam turbine, and meanwhile, changing the fuel quality of the boiler and the capacity of a steam turbine generator set. According to the method disclosed by the invention, the change of boiler heat storage quantity in the generator set load change process is effectively compensated, the nolinear characteristic of the coal-fired boiler is compensated, and the capability of the generator set for quickly adapting to the external load is improved.