In this study we discuss one possibility to estimate response of statistical characteristics of atmospheric and coupled atmospheric-oceanic general circulation models onto small external forcings. The method is based on applying fluctuation-dissipation theorem (FDT) which states that for systems with stationary quasi-Gaussian PDF a response of the system statistical characteristics to weak external forcing could be expressed in terms of covariances and lag-covariances of fluctuations of the unperturbed system. The major advantage of this approach is that one may approximate system response operator (relating changes of the statistical characteristic of interest with changes in the system external forcing) using modeling (or observational) data only. In this study we use FDT to construct approximate response operators for atmospheric general circulation models CAM3 of NCAR and INM-A5421 of INM RAS as well as coupled atmospheric-oceanic general circulation models CCSM4 (NCAR) and INMCM (INM). We analyze the accuracy of the approach and compare system sensitivities (i.e. the structures of external forcing producing maximum possible response of the system and corresponding response values).