By using multi-function testing machine RMT150B for rock mechanics, the stress-strain complete process curve of red sandstone with triaxial compression under different confined pressures is systematically studied. With the increase of confined pressure, the peak intensity of the rock increases. The volumetric strain of red sandstone displays obvious dilatancy in the post-peak zone. Based on the results of the test, the relations among the rock's bend intensity, peak intensity, remanent intensity and the confined pressure are analyzed. And based on the stress-strain complete process curve of red sandstone from the test, a linear constitutive model, which is composed of linear elastic segment I , linear elastic segment II, linear softening segment, linear remanent plastic flow segment, is constructed , the constitutive equations of red sandstone in the four phases are given, and the related parameters are confirmed.