Shale gas reservoirs are characteristic of potential damage of stress sensitivity due to their fractures and rich in clay minerals. The immersion of massive fracturing fluid makes stress sensitivity of shale complex, which strengthens the severity of stress sensitivity and hinders the success of reservoir stimulation. This paper takes shale outcrop samples from the Silurian Longmaxi formation in the Sichuan Basin. The experiments of stress sensitivity were conducted in use of dry fractured plug samples and fractured plug samples immersed by fracturing fluid, some of which are supported by fracturing proppants. Experimental results show that stress sensitivity of samples immersed by fracturing fluid is the highest, and stress sensitivity of fractured samples propped up by proppant is the weakest. It was considered by integrated analysis that the physicochemical interaction between fracturing fluid and shale makes fractures easily compressed and the fracture width decreased to strengthen shale stress sensitivity because of fracturing fluid immersion, and proppant weakens stress sensitivity. By controlling the invasion of fracturing fluid, improving the filtrate return capacity, reducing crack surface erosion optimizing the proppant placement method and designing reasonable production pressure can effectively control shale gas formation damage.