Load is the main external disturbance of a parallel robot manipulator. This disturbance will cause dynamic coupling among different degrees of freedom and make heaps of model-based control methods difficult to apply. In order to compensate this disturbance, it is crucial to obtain an accurate dynamic model of load. However, in practice, the load is always uncertain and its dynamic parameters are arduous to know a priori. To cope with this problem, this paper proposes a novel and simple approach to identify the dynamic parameters of load. Firstly, the dynamic model of the parallel robot manipulator with uncertain load is established and the dynamic coupling caused by load is also analyzed. Then, according to the dynamic model, the excitation signal is designed and a weak nonlinear dynamic model is derived. Furthermore, the identification model is presented and the identification algorithm based on the extended Kalman filter is designed. Lastly, numerical simulation results, obtained using a six-degree-of-freedom Gough–Stewart parallel manipulator, demonstrate the good estimation performance of the proposed method.