High-frequency vibrations excited by the high-speed rotor of the cantilever Single Gimbal Control Moment Gyroscope (SGCMG) have many negative effects on the attitude stability and other performances of some spacecrafts，for instance, an agile small satellite. And the severe jitter includes some complex frequency components and reveals complicated dynamic characteristics, rendering it difficult to suppress thoroughly and to perceive exactly. Firstly, under the linear assumption, the exciting sources for high-speed rotor vibration were analyzed, who derive from the static unbalance and dynamic unbalance and the geometrical errors of preloading bearing rolling elements. Secondly, the vibration dynamics models of the cantilever high-speed rotor in the SGCMG were established based on its structure using the analytic mechanics theory- a set of coupled second order ordinary differential equations. Finally, the facts that the analysis is reasonable and these models are feasible were verified by comparing the results of the numerical simulation based on the models and the vibration test for a high-speed rotor of a cantilever SGCMG.