The bandwidth characteristics of a tuning fork micro-gyroscope with mechanically coupled sense mode were investigated in this paper to provide some references for mechanical bandwidth design. The concept of sense mode mechanical coupling is introduced first. Theoretical frequency response analyses were then carried out on the mechanical part of the gyroscope. Equations representing the relationships between the differential output signal and the frequency of the input angular rate were deduced in full frequency range and further simplified in low frequency range. Based on these equations, bandwidth characteristics under ideal and non-ideal conditions are discussed. Analytical results show that under ideal conditions, the bandwidth characteristics of a tuning fork micro-gyroscope are similar to those of a single mass micro-gyroscope, but under non-ideal conditions, especially when sense mass and/or stiffness are asymmetric, the bandwidth characteristics would be quite different because the in-phase mode would participate in the anti-phase vibration response. Experimental verifications were carried out on two micro-gyroscope prototypes designed in our laboratory. The deduced equations and analytical results can be used in guiding the mechanical bandwidth design of tuning fork micro-gyroscopes with mechanically coupled sense mode.