To understand the mechanical characteristics of the three-layer support system (primary support, first liner and secondary liner) of shallow tunnel in loess region, large scale in-situ tests are conducted based on a loess tunnel. The contacting pressure on the surrounding rock, first liner and secondary liner, the axial force of steel, the strain of secondary liner and the stress of steel arch are systematically monitored by the steel string transducers. The test results indicate that: (1) The surrounding rock pressure is larger on the tunnel left hance with a maximum value of 240 kPa. (2) Under the influence of geology and construction, the rock pressure in shallow region has a large difference between the monitored and calculated values; and the pressure calculated based on the Terzaghi's rock load theory is relatively close to that monitored in the field. (3) The secondary liner pressure approximately takes on as “cat ears”. Moreover, the loading ratio is approximately 51.34%, 37.29% and 11.38% for the primary support, first liner and secondary liner, respectively. (4) The steel arch is at pressure in majority, the hance and vault bear larger pressure, where the steel arch is close to yield. (5) The primary support coupled with the first liner bears the majority of rock load. In summary, as an effective support system, the three-layer support system presented for this case study can serve as a benchmark for effective design and safe construction of similar projects.