An algorithm for Monte Carlo calculation of sensitivities of responses to secondaries' angular distributions (SAD) is developed, based on the differential operator approach. The algorithm was formulated for the sensitivity to Legendre coefficients of the SAD and is valid even in cases where the actual representation of SAD is not in the form of a Legendre series. The algorithm was implemented, for point- or ring-detectors, in a local version of the code MCNP. Numerical tests were performed to validate the algorithm and its implementation. In addition, an algorithm specific for the Kalbach-Mann representation of SAD is presented.