The invention relates to a three-stage brushless micro gas turbine electricity generation grid-connecting device and a grid connecting method, belonging to the technical field of gas turbine electricity generation. The invention can improve the grid connecting speed and electricity generation quality and effectively reduce the impact on an electricity grid in grid connecting. The three-stage brushless micro gas turbine electricity generation grid-connecting device comprises a microprocessor; the output end of a micro gas turbine is connected with an IGBT chopper circuit via a rectifier circuitand a filter circuit, and the IGBT chopper circuit is connected with an inverter; a PWM output interface is connected with the IGBT chopper circuit and an enabling end of the inverter via an IGBT drive circuit, and an electricity grid feed control signal is connected with an power energy input port via a feed device; a detection device is connected with an A/D conversion module via an analog input channel; a phase coordination control signal is connected with a phase coordinator; and a voltage measuring transformator is connected with a phase-locked loop frequency multiplication circuit and acapture port via a shaping circuit, and the phase-locked frequency multiplication circuit is connected with an external interrupt pin of the microprocessor. The grid connecting method adopts grid side voltage feed control, rectification side IGBT chopping control, phase coordination control, inversion side direct frequency control and current tracking control.