Rock mechanical properties have size effect, and a large number of experiments have proved that rock mechanical parameters may vary with specimen size. This important property of rock is generally ignored in the stability analysis of underground engineering. Rock mechanical property experiments with different sizes are the most basic test methods to study the rock size effect. However, the current rock experiment rules are only for rock specimens with standard sizes, and there is a lack of test methods for specimens with different sizes. Moreover, the current rock mechanics test system is only equipped with test devices for standard-size specimens, and lacks device suitable for other size specimens. This paper proposed the test piece preparation method and test procedures of rock size effect test, designed the auxiliary device of the test, and improved the test method of rock size effect. The uniaxial compression size effect test and Brazilian splitting size effect test of sandstone were carried out to study the relationship between mechanical parameters and sample size. The compressive strength and deformation modulus of sandstone decreased with an increase in the specimen size, and the tensile strength first increased and then decreased.