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In this paper, the leader‐following consensus problem of general linear multi‐agent systems with distributed dynamic event‐triggered control is studied. A distributed controller with estimated states is designed and a dynamic event‐triggered communication protocol with an auxiliary variable is proposed for each agent to update its triggering threshold. Under this control strategy, the systems only need the states in triggering instants as a result of the utilisation of estimated states. The existence of a dynamic threshold guarantees fewer triggering times, in contrast to the conventional static one. Meanwhile, the estimator is designed between the triggering instants to reduce the state shift, the next state of each agent depends on the local information of itself and its neighbours rather than global information. Then, the multi‐agent systems can achieve consensus without Zeno behaviour. Finally, a simulation example is offered to verify the effectiveness and feasibility of the proposed approach. [ABSTRACT FROM AUTHOR]