How to Change your ftp server password using Filezilla FTP Client?

Connect to the ftp server.
Click on "Server" menu in the top and click "Enter custom command"
In the Enter custom command box type in the following

site pswd oldPassword newPassword regular

here oldPassword is your old password and newPassword is your new password.
This will change your password in the FTP server.

To correct it in the client,make sure to enter this password in the site manager, so you don't have to enter the password every time when you try to connect to the ftp server.