Based on the working modes of Magnetorheological (MR) fluid shock absorbers, the design principles and experiment on a real MR fluid shock absorber are presented. The experimental results show that the damping forces of the MR fluid shock absorber can be controlled by adjusting the excitation current, and the required power and noised produced by an MR fluid shock absorber are small. To avoid shock caused by non damping during pressing processes, compensatory precautions should be added to the system.