We have measured the relationships in the laboratorial condition between the attenuation in three samples of mudstones and shales as well as two samples of layered sandstones and the alteration in direction, confining pressure and pore fluid. The relative contributions of different attenuation mechanisms are also discussed. Studies show that the attenuation in dry and saturated samples is strongly related to pressure and direction. The attenuation coefficient of P-wave propagating parallel to bedding (PH) is less than that of P-wave propagating vertical to bedding (PV), while the attenuation coefficient of S-wave both propagating and vibrating parallel to bedding (SH) and that of S-wave propagating vertical to bedding while vibrating parallel to bedding (SV1) are less than that of S-wave propagating parallel to bedding while vibrating vertical to bedding (SV). Under oil saturated conditions, the Biot flow attenuation acts as the dominant mechanism for waves propagating parallel to bedding, while the frame anelastic attenuation and squirt flow attenuation seem to play important roles in condition of propagation vertical to bedding.