The research is part of wet-sieving concrete technique for building thermal insulated reinforced concrete composite wall. The fine aggregate concrete is made from ordinary concrete passing sieve with square mash of 15 mm for casting surface concrete layer of the wall. Tests were conducted to determine drying shrinkage and autogenous shrinkage of fine aggregate concrete and ordinary concrete. On the basis of test results, the variations of these shrinkages are analyzed. It shows that the shrinkage is almost resulted from drying shrinkage; the drying shrinkages of fine aggregate concrete and ordinary concrete increase rapidly in the early ages before 14 d, the former takes place with large value 1.61 times of the later; the increments of drying shrinkage of fine aggregate concrete and ordinary concrete are almost the same after 14 d. The drying shrinkage of fine aggregate concrete is about 1.23 times of ordinary concrete. The formulas are proposed for calculating the drying shrinkage of fine aggregate concrete and ordinary concrete.