To investigate the mechanical properties of shale under different confining pressures and different strain rates, the triaxial compression experiments of Longmaxi Group shale samples are conducted under different confining pressures and different strain rates. The experimental results show that the confining pressure and strain rate affect obviously elastic modulus, peak strength and fracture morphology of the shale. The elastic modulus and peak strength increase with the increase of confining pressure, the increase of peak strength is significantly greater than thaengtht of the elastic modulus; and the peak strength showed a linear increasing trend. At a low confining pressure, elastic modulus and peak strength gradually increase along with the inclining of strain rate from low to high; the relationship between the two and the strain rate can be described by a biquadratic polynomial. With the increase of confining pressure, the effect of strain rate on the shale is gradually weakened; at a high confining pressure of 50 MPa, the phenomenon of the compressive strength and elastic modulus increase with the increase of strain rate is terminated. Under condition of low confining pressure and high strain rate, the shale is mainly split shear failure; with the increase of confining pressure and the decrease of strain rate, the failure mode would change from split shear failure to single shear failure; and then gradually transits to a ductile fracture. The results of the test have important guiding roles in establishing the mechanical parameters of shale and designing the fracturing program.