The bandwidth property of the dynamic characteristics of laser gyro has been researched in this work. The bandwidth characteristics of laser gyro were analyzed firstly and revealed that the laser gyro had a wide theoretical bandwidth. Then the factors affecting the actual bandwidth were analyzed and the bandwidth of the laser gyro was tested in practice. The laser gyro was installed in an IMU body, using sine excitation method in the test. According to the predetermined frequency and amplitude, a sine excitation was applied to the angle vibration table and the signal outputs of the laser gyro and the angle vibration table were collected respectively. The obtained data from each frequency point were processed with FFT algorithm and the important conclusions were obtained. To deeply investigate the dynamic characteristics of laser gyro, two vibration tables were chosen through the tests, and two styles of rigid connection and connection with vibration isolator were used between IMU and the test tool. The test data indicates that the bandwidth of laser gyro is higher than 120 Hz, according with the theoretical analysis, and fully satisfies the bandwidth requirements of modern missiles for laser gyro. This test can be used as reference for laser gyro signal filtering and laser IMU system design.