The invention relates to a load frequency response test system of a hydraulic cylinder and a test method thereof. The technical scheme of the system is as follows: the oil outlet of an oil pump (9) is communicated with the port P of an electro hydraulic servovalve (13), wherein, the opening A or the port B of the electro hydraulic servovalve (13) is communicated with the rodless chamber of a hydraulic cylinder (2) to be tested, and the rod chamber of the hydraulic cylinder (2) to be tested is communicated with an oil tank (11); the hydraulic cylinder (2) to be tested is installed in a closed stander (1); a displacement sensor (3) is installed on the hydraulic cylinder (2) to be tested and is electrically connected with the A/D port of a data collecting card (5) and a PID controller (6); and one end of a servoamplifier (7) is electrically connected with an electromagnet of the electro hydraulic servovalve (13), the other end of the servoamplifier (7) is electrically connected with one end of the PID controller (6), the other end of the PID controller (6) is electrically connected with the D/A port of the data collecting card (5), and the data collecting card (5) and computer-aided test software (4) are installed in a computer. The load frequency response test system has the advantages of simple systematic structure, accurate test and high degree of automation.