The optimization with orthogonality has been shown useful in training deep neural networks (DNNs). To impose orthogonality on DNNs, both computational efficiency and stability are important. However, existing methods utilizing Riemannian optimization or hard constraints can only ensure stability while those using soft constraints can only improve efficiency. In this paper, we propose a novel method, named Feedback Gradient Descent (FGD), to our knowledge, the first work showing high efficiency and stability simultaneously. FGD induces orthogonality based on the simple yet indispensable Euler discretization of a continuous-time dynamical system on the tangent bundle of the Stiefel manifold. In particular, inspired by a numerical integration method on manifolds called Feedback Integrators, we propose to instantiate it on the tangent bundle of the Stiefel manifold for the first time. In our extensive image classification experiments, FGD comprehensively outperforms the existing state-of-the-art methods in terms of accuracy, efficiency, and stability.