The automatic differentiation method (ADM) for calculating sensitivities is presented. It is a powerful method for dealing with the system sensitivity analysis of the multidisciplinary design optimization. The theory of this method, a general procedure for the implementation of this method, and the realization in Visual C++ 6.0 of this method were described in detail. Also there is a comparison between the finite differences method (FDM) and complex variable method (CVM) in this paper. The ADM is shown to have some advantages over the others, thus having the potential to be widely used in the future.