The invention provides a gas density relay convenient for quick calibration and an implementation method thereof. The gas density relay comprises a casing body, a base, a pressure detector, a temperature compensating component and a signal generator, wherein the base, the pressure detector, the temperature compensating component and the signal generator are arranged in the casing body. The gas density relay further comprises a component for leading a temperature sensor into the casing body, wherein the component is fixed on the casing body. One end of the component penetrates into the casing body, and the other end protrudes out of the casing body. A cavity is arranged in the component for leading the temperature sensor into the casing body, and used for accommodating an external verification or monitoring device. Or, the gas density relay further comprises a temperature sensor arranged inside or on the casing body. The temperature sensor is provided with a wiring terminal or a lead-out wire, wherein the wiring terminal or the lead-out wire is connected with the external verification or monitoring device. According to the invention, the verification or monitoring device accuratelyand/or rapidly sample the temperature value of the temperature compensating component in the casing body of the gas density relay; the test precision is greatly improved; the work efficiency is improved; the operation and maintenance cost is reduced; and safe operation of a power grid is ensured.