To reveal the effect of velocity feedback on dynamic characteristics of multi-DOF micro-gyroscope nonlinear systems and explore control methods for nonlinearity，a class of 4-DOF electrostatically driven micro-gyroscopes is researched. The effect of the gain of the delay velocity feedback control on output response of micro-gyroscope is analyzed by multi-scale method. The research shows that the feedback gain mainly affects the amplitude when the time delay is zero. Positive velocity feedback gain amplifies the effect of nonlinearity and new unstable regions appear in the system，then the sensitivity stability is seriously damaged. The stiffness nonlinearity can be controlled well by negative velocity feedback gain and completely eliminated by the reasonable value of negative velocity feedback gain. A method for controlling the sensitivity stability of micro-gyroscopes by adjusting damping action of velocity feedback gain without reducing sensitivity is proposed，which provides a theoretical basis for the optimization and control of multi-DOF micro-gyroscopes with stiffness nonlinearity.