There is a problem that the control performance of an on-board dual pulse width modulation (PWM) rectifier is susceptible to model uncertainty and changes in operating conditions of the train, such as input voltage, power level, and circuit parameters, etc. Thus a dual closed-loop control algorithm is proposed based on active disturbance rejection control (ADRC) and model predictive direct power control (MPDPC). An error-driven ADRC (EADRC) controller is constructed based on the ADRC theory in the outer loop to regulate the DC side voltage. The inner loop combines a power compensation scheme based on the internal mode principle with a two-step MPDPC algorithm to control the AC side current signal. Simulations and experiments are conducted to compare the proposed ADRC-MPDPC algorithm with the conventional proportional integral-based direct power control (PI-DPC) algorithm and the PI-MPDPC method, and the results demonstrate that the proposed strategy exhibits superior dynamic characteristics and robustness in scenarios such as system startup, load change, and operating conditions switching.