The attenuation of stress wave and energy absorption in the coral sand were respectively investigated in this study. A series of experiments were carried out by using a new methodology with an improved split Hopkinson pressure bar (SHPB). Four kinds of coral sand, i.e., particle sizes of 1.18-0.60mm, 0.60-0.30mm, 0.30-0.15mm, and 0.15-0.075mm, are carefully sieved and tested. Significant effects of coral sand on attenuation of stress wave and energy absorption are observed, where, the correlation between the stress wave attenuation and energy absorption of coral sand is also validated. A similar conclusion was drawn on stress wave attenuation and energy absorption from the test results. There exists a common critical stress zone for the sieved coral sands, when the stress below this zone, sand with small particle size attenuates more stress wave and absorb greater energy; when the stress beyond this zone, sand with greater particle size behaves better on stress wave attenuation and energy absorption.