The Fast Gaussian Transform (FGT) enables subquadratic-time multiplication of an n × n Gaussian kernel matrix K i,j = exp(− x i − x j 2 2 ) with an arbitrary vector h ∈ R n , where x 1 , . . . , x n ∈ R d are a set of fixed source points. This kernel plays a central role in machine learning and random feature maps. Nevertheless, in most modern ML and data analysis applications, datasets are dynamically changing, and recomputing the FGT from scratch in (kernel-based) algorithms, incurs a major computational overhead ( n time for a single source update ∈ R d ). These applications motivate the development of a dynamic FGT algorithm, which maintains a dynamic set of sources under kernel-density estimation (KDE) queries in sublinear time, while retaining Mat-Vec multiplication accuracy and speed.Our main result is an efficient dynamic FGT algorithm, supporting the following operations in log O(d) (n/ε) time: (1) Adding or deleting a source point, and (2) Estimating the "kerneldensity" of a query point with respect to sources with ε additive accuracy. The core of the algorithm is a dynamic data structure for maintaining the "interaction rank" between source and target boxes, which we decouple into finite truncation of Taylor series and Hermite expansions.