A high-precision, simple, and low-cost voltage sag generator (VSG) is important for experiments of voltage sag detection. This paper presents a design methodology for the voltage sag generator by integrating the sinusoid-signal generator with linear power amplifier. The signal generator was designed and constructed by a dual DDS structure which can produce all kinds of transient test signals such as superimposed harmonics or phase-angle jumps. The ideas of amplitude calibration in real time and segment sampling are also introduced in order to achieve high precision measurements. The experimental results from prototype VSG system demonstrate the system can be used to calibrate the Chinese National Standard Class A voltage sag measurement instruments.