The present disclosure provides a frequency control method for a micro-grid and a control device. The method includes: determining a middle parameter at iteration k; determining a local gradient parameter at iteration k according to the cost increment rate at iteration k, the frequency difference between iterations k and k+1, and communication coefficients; performing a quasi-Newton recursion according to the middle parameter and local gradient parameter to acquire a recursion value; determining the cost increment rate at iteration k+1 according to the recursion value; determining an adjustment value of an active power according to the cost increment rate at iteration k+1; adjusting the active power according to the adjustment value if the adjustment value satisfies a constraint condition and judging whether the difference is smaller than a predetermined threshold; executing k=k+1 if yes and stopping the frequency control if no.