A segmented blade, which includes a first blade segment having a first main beam, wherein the first main beam includes a first body portion disposed within the first blade segment and a first engaging portion extending from an end portion of the first body portion toward a direction which is away from the blade root; a second blade segment having a second main beam, wherein the second main beam includes a second body portion disposed within the second blade segment and a second engaging portion extending from an end portion of the second body portion toward a direction which approaches the blade root, and the second engaging portion being engaged in the first engaging portion; and an outer skin, which covers a gap between the first blade segment and the second blade segment. Also provided are a method for connecting segmented blades and a wind power generator set.