To supply the cathode voltage for the two gyrotrons (140GHz/2MW/3s) of the electron cyclotron resonant heating(ECRH) system on HL-2A, a high voltage power supply (HVPS) based on pulse step modulator(PSM) with rated output of 80kV/200A has been built. It is found that storing energy of the PSM HVPS is very lower than traditional HVPS. It's beneficial to load protection. In the HVPS, there are 8 dry-type multi-winding transformers and each transformer has 14 secondary windings. The electrical insulation level between the primary side and the secondary side of the multi-windings transformer reach to 150kV. There are 112 switch power supplies in the HVPS, the output voltage can be regulated from 0 to 80kV by modulating their delay time and pulse widths. To realize two gyrotrons parallel operating and respective quick protection, solid-state high voltage modulators(SSHVM) based on IGBT are also applied in the power supply. The over-current and over-voltage protection are executed by turning off the HVPS and the SSHVM. The protection time is less than 10μs. A fully digital controller based on digital signal processor and field programmable gate arrays has been developed to ensure the stability of output voltage of the HVPS. The design circuit and elements are described, and test results of the HVPS of the gyrotrons are given.