The authors put forward a new design of experimental setup in order to study the mechanism of magnetic fluid seal, and used Ansys to simulate the magnetic field distribution in the setup, the results prove its rationality. The experiment to study the way of pressure transmission has been done on the experimental setup. The experimental conclusion shows that pressure transmission is based on the recoverability of the magnetic fluid seal. When pressure exceeds the ability of the seal stage, there is a leak path in the magnetic fluid, and then the gas flows to the next stage, after that, the leak path disappears. Pressure transmits from one seal stage to the next one in this way.