Under partially shaded condition, the P-U characteristic curve of PV array shows the multi-peak value. In view of existing methods being lacking in speed and precision in the case of multi-peak maximum power point tracking, this paper puts forward an improved method based on power closed-loop control. Firstly, this method adopts power closed-loop control to determine the maximum power point voltage range. Then by analyzing the particle swarm method and 80% of open-circuit voltage algorithm, this method selects suitable algorithm for accurately tracking the voltage range. Finally, by taking two typical shadow conditions for example, this paper takes the existing method based on power closed-loop and the proposed method to make compared simulation. The final results show that the two methods can accurately track the maximum power point and the proposed method has significant improvement on the tracking speed. This work is supported by National Natural Science Foundation of China (No. 61662044), Natural Science Foundation of Jiangxi Province (No. 20132BAB211039), and Science and Technology Support Plan of Jiangxi Province (No. 20142BBE50037 and No. 20151BBE50050).