This paper is based on the GDS Lab. System, uses the equivalent sine wave loading gradually under strain controlling. Dynamic triaxial tests on loess samples are carried out. It further uses the scanning electron microscope to observe the differences of microstructures before and after the test. It analyzes the reasons of decreasing in dynamic strength. The results show the following findings. There is an obvious phenomenon of stress relaxation during the cyclic loading test on Malan loess. The degree of stress relaxation decreases with the increasing of confining pressure and strain. The dynamic failure stress increases linearly with the increasing of confining pressure. The Mole-Coulomb failure criterion is used to get the dynamic strength.