© 2019 Elsevier Ltd An exact Monte Carlo method for evaluating the sensitivity coefficients of the effective delayed neutron fraction (βeff) with respect to nuclear data is developed using the differential operator sampling (DOS) method. This development includes combining the two characteristic features of the DOS method: the exact evaluation of βeff and the sensitivity analyses of the k- and α-eigenvalues. Numerical tests are performed to calculate the sensitivity coefficients of βeff with the newly developed Monte Carlo method. The new Monte Carlo method's sensitivities mostly are in accordance with the reference solutions that were obtained by a deterministic discrete ordinates method based on the perturbation theory. In particular, the sensitivities of βeff to the yield and spectrum of delayed neutrons, which are dominant contributors to the uncertainty of βeff, can be predicted precisely by the new method.