A magneto-rheological damper comprises a cylinder barrel, a left end cap, a piston rod, a piston, a right end cap, a connecting barrel, a winding barrel, a coil, an external guide magnet and a cap nut. The magneto-rheological damper has the advantages that the coil slides on the cylinder barrel in the direction identical with motion direction of the piston rod, so that a magnetic core on the piston and the external guide magnet are always guaranteed to form a closed magnetic loop, flow guiding can be functioned by an axial central hole and a radial hole in the piston, and magneto-rheological fluid viscosity can be changed by changing the size of the holes during working of the damper, and further, high-viscosity damping force can be generated. The coil is arranged outside the cylinder barrel, convenient for winding, convenient to maintain and check and good in sealing performance. By directly inflating the damper, extra purchasing an energy storage device is omitted, and the magneto-rheological damper has high applicability. Since the magneto-rheological damper is good in damping property, the magneto-rheological damper can be mounted on mechanical structures required to be damped, such as suspension damping of automobiles, damping of undercarriages of planes, damping of seats and bridges.