Micro gas turbine (MGT) is widely used in small-scale distributed power systems because of its low emissions and fuel flexibility. However, the under-utilization of its exhaust heat and the low electric efficiency are the main bottlenecks that restrict its application. Additionally, the flexible switching between the power generated by the MGT and the power grid is also a key factor for keeping the secure operation of a distributed power station. Therefore, this paper conducted some experimental investigations of a 30 kW MGT to provide reference solutions for the above issues. This MGT is located at Shanghai Jiao Tong University (SJTU), which is designed by the Gas Turbine Research Institute of SJTU, and is manufactured by a turbo-machinery factory in Chongqing, China. The demonstration prototype is mainly composed of a single stage centrifugal compressor, a radial turbine, a combustor, a high-speed permanent magnet generator, and a control system. The results show that the MGT can achieve steady operation at a low rotational speed from 10000 r/min to 34000 r/min in the case of using oil lubricated bearings, which can greatly reduce the economic cost compared with the use of air bearings. At the same time, the ignition success rate of combustion chamber (CC) reaches 98% at a low rotational speed, and a wide range of stable combustion area can be obtained, because of the novel design method of combustor by referencing the way applied in an axial flow aero-engine. The MGT generating set can achieve functions, such as starting up, ignition, stable operation, loaded operation, grid-connection and stopping. This system also can realize flexibly switching from the start motor mode to the generator mode, and from grid-connected mode to off-grid mode, because the innovative multi-state switching control system is adopted. The above research work can make our state master independent intellectual property rights of micro gas turbine, rather than continue to be subject to the technological monopoly of the developed states, which can provide theoretical and experimental support for the industrialization of MGT in China.