Because of soils' low wave velocity and impedance and large deformation, it is unable to obtain their reliable and accurate dynamic stress-strain curves with a conventional SHPB (split Hopkinson pressure bar) experimental device. To investigate the compressive mechanic properties of compacted clays under strain rates varying from 600 to 2 500 s-1, compacted clay specimens were subjected to axial impact with different projectile speeds by using the improved SHPB with a diameter of 25 mm made of polycarbonate and a small pellet of vacuum seal cement as pulse shaper, and the validity of the experiment was discussed by considering the stress equilibrium and constant strain rate. The results show that the polycarbonate SHPB device can be used to the dynamic experiment of compacted clays, the dynamic stress and strain of a compacted clay are sensitive to strain rate, and the relationship between dynamic stress and strain rate may be expressed by an exponential function.