Rock stress sensitivity is a reflection of the development of microcracks in the rock, which plays an important role in the evaluation of the physical properties and the fracture forming ability of tight reservoirs. Due to the high modulus of the matrix and relatively weak sensitivity to stress of shale，a new test method of high sensitivity is required. Coda wave interferometry is a measurement method for monitoring weak variation based on scattered wave of media, and it has a high sensitivity to the change of rock stress. In this paper, coda wave interferometry tests are conducted on the Lower Cambrain Lujiaping Formation shale from Chengkou, Chongqing using GCTS RTR-1500 high temperature and pressure triaxial testing system, the development and response to stress of coda are studied, and the stress sensitivity of shale is analyzed under different confining pressures. The results show that the shale stress sensitivity to coda wave is greater than to the direct wave; S-wave stress sensitivity is greater than P-wave. The relative variation ratio of the coda wave velocity varied with the stress can reflect the generating of internal fissures, and it has a good relationship with the corresponding expansion point; confining pressure leads part of the fractures to close and natural fracture density to decrease, which results in a reduction in sensitivity coefficient of shale stress. Coda wave interferometry is available as evaluation of shale stress sensitivity and fracturability.