In order to perform more accurate high-altitude bench tests for aero-engines,a control strategy with high dynamic performance is proposed for energy feedback type electronic loads. The continuous control set model predictive control (CCS-MPC) enables the predicted current to quickly track the reference current and improves the dynamic performance of the system. Meanwhile, A Kalman observer is designed to solve the model mismatch problem of the system due to inaccurate circuit parameters and measurement errors by optimizing the estimation of input voltage and inductor currents in each phase. In addition, in order to prevent the peak current from being too high and causing excessive shock to the system, current limiting control is proposed. When the output duty cycle is too large resulting in too high a current, another duty cycle is output by modifying the MPC objective function to achieve current limiting. Finally, the feasibility and effectiveness of the proposed control is verified by simulation.