In this paper a frequency response analysis using Krylov subspace-based model reduction and its design sensitivity analysis with respect to design variables are presented. Since the frequency response and its design sensitivity information are necessary for a gradient-based optimization, problems of high computational cost and resource may occur in the case that frequency response of a large sized finite element model is involved in the optimization iterations. In the suggested method model order reduction of finite element models are used to calculate both frequency response and frequency response sensitivity, therefore one can maximize the speed of numerical computation for the frequency response and its design sensitivity. As numerical examples, a semi-monocoque shell and an array-type $4{ imes}4$ MEMS resonator are adopted to show the accuracy and efficiency of the suggested approach in calculating the FRF and its design sensitivity. The frequency response sensitivity through the model reduction shows a great time reduction in numerical computation and a good agreement with that from the initial full finite element model.