Orbital-free density functional theory as an extension of traditional Thomas-Fermi theory has attracted a lot of interest in the past decade because of developments in both more accurate kinetic energy functionals and highly efficient numerical methodology. In this paper, we developed a conjugate-gradient method for the numerical solution of spin-dependent extended Thomas-Fermi equation by incorporating techniques previously used in Kohn-Sham calculations. The key ingredient of the method is an approximate line-search scheme and a collective treatment of two spin densities in the case of spin-dependent extended Thomas-Fermi problem. Test calculations for a quartic two-dimensional quantum dot system and a three-dimensional sodium cluster Na216 with a local pseudopotential demonstrate that the method is accurate and efficient.