The characteristics of power flow of bilateral track of tracked vehicle in different steering radii were researched, and the working principle of hydraulic continuous differential steering mechanism was analyzed. Based on that, the test scheme of steering process in test bench was given, and the method of simulating engine characteristics with driving instrument and simulating dynamic load with loading instrument were researched, and the tests of steering of hydraulic continuous differential steering mechanism were finished. The results showed that the characteristics that inside track changed working situation from output power to input power and outside track increased output power in steering process could be simulated in test bench with hydraulic secondary regulation. The test method succeeds in resolving the problem of test implementation in test bench for steering characteristics of steering mechanism of tracked vehicle.