The invention discloses a micro gas turbine sensor fault diagnosis and fault-tolerant control method. The method comprises the following steps: sensor types needed to diagnose faults are selected; input and output data of a micro gas turbine is measured, and a mathematical model of the micro gas turbine is built according to the measured data; the mathematical model of the micro gas turbine is linearized to obtain a state variable equation; a kalman filter is designed according to the state variable equation; a fault diagnosis method is designed according to the number of the sensors based onprinciple characteristics of the Kalman filter for fault diagnosis; and fault signals are reconstructed after diagnosis of the broken sensors. The method has the characteristics of simple structure, easy realization and low cost.