Relying on the continuous increase in global natural gas consumption, the recovery and utilization of underground natural gas pressure energy effectively promote the transformation of the energy structure and have far-reaching significance for the sustainable development of human society and the living environment. To balance the operating energy efficiency and power-to-volume ratio of the natural gas pressure difference power generation device, a high-speed dual three-phase permanent magnet synchronous motor is selected for direct-drive grid connection. An integrated gas-mechanical-electric model based on the natural gas expander is established, and a vector control system for the back-to-back dual PWM converter is constructed. In response to the current coupling and harmonic issues of the high-speed motor, a complex vector decoupling fundamental current loop based on active resistance and a harmonic current loop based on the quasi-proportional resonant regulator are respectively designed. Considering the time-segmented law of natural gas operating conditions and focusing on the characteristic ratio of the turbine expander, a dual-mode pressure difference power generation maximum power point tracking control strategy based on the optimal characteristic ratio is proposed to balance the efficiency and stability of the system operation under severe and stable natural gas operating conditions. The simulation and experimental results demonstrate the correctness and validity of the system model and control strategy.