Micro Gas Turbine (MGT) is one of the key technologies in the field of energy and power system. In this paper, the physical model of a WR100 MGT is established by integrating sub-models of the compressor, combustor, and turbine. And then a Generalized Predictive Controller (GPC) is designed. In the simulation phase, both the set-point tracking ability test and anti-disturbance ability test are carried out. Compared with the traditional PID controller, the generalized predictive controller shows better control performance.