A simple, convenient sample recovery device for shock wave loading was presented,its main advantages are : the sample capsule is fixed by bolts and can easily be assembled and disassembled. When using the detonation of 50/50 TNT/RDX charge is used as a shock wave source, it will result in a shock pressure up to 10 GPa in the sample,It is believed that this device could be a convenient tool for the research of shock wave chemistry.