Stress damage of shale during the uniaxial loading process will cause the change of permeability. The study of stress sensitivity of shale has focused on the influence of confining pressure on shale permeability and the change of shale permeability during the loading process of axial stress is lacking. The permeability of gas shale during loading process was tested. The results show that shale damage macroscopically reflects the process of axial micro-cracks generation and expansion, and the axial micro-cracks will cause permeability change during the loading process. There is a good corresponding relationship between damage development and micro-crack expansion during the process of shale loading. The damage factor will increase in the linear elastic stage and enlarge rapidly after entering the stage of unstable micro-crack expansion, and the permeability of shale increases with the increasing of shale damage. The research results provide a reliable test basis for further analysis of the borehole instability and hydraulic fracture mechanisms in shale gas reservoirs.