By means of uniaxial closed-loop system and real-time observation system, with the measurement of ultrasonic wave velocity and strain at the same time; the experiments on sandstones fatigue damage are performed under constant amplitude cyclic loading. The acoustic parameters during sandstone fatigue damage including ultrasonic wave velocity, amplitude and waveform are real-time measured and analyzed in detail. Results show that the ultrasonic wave velocity varies temperamentally and reduces following inversed S-shaped line, which can be divided into three phases during fatigue damage of sandstones. The amplitude of ultrasonic wave fluctuates with damage. The waveform alters from regular fusiform to malformation; and its correlation coefficient is descending as a whole with the damage development. The micro destructive mechanism of the sandstones under cyclic loading is analyzed according to the variance of acoustic parameters. The testing results offer a choice of choosing acoustic parameters identifying rock fatigue damage process.