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.