For over half a century, the bedding plane orientation was believed to be the main cause of the mechanical anisotropy in shales. However, the in situ stress may also play an important role on the mechanical anisotropy. In this paper, shales from the Longmaxi formation were sampled from Fulin, Chongqing, China. The axial orientations of all the cylinder samples (50mm, 100mm height) of Longmaxi Shale are parallel to the bedding plane. The cylinder samples were compressed in a triaxial apparatus of under confining pressures from 0 to 25MPa and at a strain rate of 4*10-2mm*min-1. The only difference of the samples in this study is the in situ stress orientations in the way that the samples in the X group are along the major principle stress while those in the Y group are along the minor principal stress. The Young’s modulus, failure strength, and Poisson’s ratio as a function of confining pressure were determined for both the two groups of samples. The result shows that, for all confining pressures, Young’s moduli in the X group are higher than those of Y group if confining pressures are the same and the differences are 2.89 GPa in average. For confining pressures within 20MPa, the failure strengths and Poisson’s ratios are higher in the X group. The differences of failure strengths and Poisson’s ratios between the two groups for the same confining pressures decrease with the increase of confining pressures. When confining pressures exceed 20MPa, the failure strengths and Poisson’s ratios in the Y group are higher than those in the X group, and the differences of failure strengths and Poisson’s ratios between the two groups for the same confining pressures increase with the increase of confining pressures. Therefore, the differences of mechanical properties of the samples along different directions of in situ stress suggest the Longmaxi gas shale is not transversely isotropic but anisotropic in three dimensions. Considering that all samples have the same bedding plane, the mechanical anisotropy of samples detected in the experiments may be owing to the divergences of the minerals and micro- cracks in the bedding plane. As there were changes of the differences between X group and Y group, the variations might be an indicator of the in situ stress.