In order to enhance the anti-interference ability of the speed to external load and achieve the rapid response control for turboshaft engine of next-generation helicopters, an incremental nonlinear dynamic inverse (INDI) control method for turboshaft engine based on Jacobi matrix is proposed. First, the control law of turboshaft engine based on state variable model (SVM) is obtained according to the mathematical derivation of INDI. Then, based on adopting Jacobi matrix and sequential quadratic programming (SQP) algorithm, the SVM is online obtained, so as to express the steady and dynamic characteristics of turboshaft engines under different flight conditions precisely. Finally, several numerical simulations are conducted to validate the control effect of INDI control method. The results demonstrate that compared with cascade PID controller, INDI control method based on single SVM can significantly decrease the overshoot and sag of power turbine speed by more than 50% under constant flight conditions. Under variable flight conditions, INDI control method based on Jacobi matrix can effectively decrease the overshoot and sag of power turbine speed by more than 30% compared with INDI control method based on single SVM, which has more significant control effect and superior robustness, and realizes the fast response control of turboshaft engines.