The Automatic Gain Control (AGC) mode and Manual Gain Control (MGC) mode of AD9361 are studied, the advantages and disadvantages of the two modes are analyzed and actual testing and verification of the closed-loop feedback time of AGC mode are conducted. Aiming at the disadvantage of long closed-loop feedback time in AGC mode, a fast gain control strategy based on MGC mode is proposed and verified through engineering testing. It can effectively improve the closed-loop feedback time of gain control and can be widely used for anti-interference reception of radio navigation and wireless communication signals.