As a type of hydraulic rotary actuator, a helical hydraulic rotary actuator exhibits a large angle, high torque, and compact structure; hence, it has been widely used in various fields. However, its core technology is proprietary to several companies and thus has not been disclosed. Furthermore, the relevant reports are primarily limited to the component level. The dynamic characteristics of the output when a helical rotary actuator is applied to a closed-loop system are investigated from the perspective of driving system design. Two main aspects are considered: one is to establish a reliable mathematical model and the other is to consider the effect of system parameter perturbation on the output. In this study, a detailed mechanical analysis of a helical rotary hydraulic cylinder is first performed, factors such as friction and load are considered, and an accurate dynamic model of the actuator is established. Subsequently, considering the nonlinear characteristics of pressure flow and the dynamic characteristics of the valve, a dynamic model of a valve-controlled helical rotary actuator angle closed-loop system is described based on sixth-order nonlinear state equations, which has never been reported previously. After deriving the system model, a sensitivity analysis of 23 main parameters in the model with a perturbation of 10% is performed under nine operating conditions. Finally, the system dynamics model and sensitivity analysis results are verified via a prototype experiment and co-simulation, which demonstrate the reliability of the theoretical results obtained in this study. The results provide an accurate mathematical model and analysis basis for the structural optimization or control compensation of similar systems.