  In this proceeding we present our first results of the study of the QCD
Equation of State at non-zero baryon density and in external magnetic field. We
focused on the first three non-vanishing expansion coefficients of pressure in
chemical potential and their dependence on magnetic field. The study is carried
out within lattice simulations with $N_f=2+1$ dynamical quarks with physical
quark masses. To overcome the sign problem, the simulations are carried out at
imaginary baryon chemical potential. Our results suggest that external magnetic
field considerably enhances the expansion coefficients and modifies their
dependence on temperature.
