Loess has been subjected to long-term deposit, geological structure and weathering under the condition of self-weight and above covered load. Accordingly, it would result in many vertical joints and differences in mechanical response and deformation properties for vertical and transverse. In order to obtain different mechanical properties of vertical and transverse, laboratory physical mechanics tests (collapsible test, consolidation test, direct shear test, triaxial compression test and unloading test) were carried out to investigate typical Q3 loess from field above He Jia-zhuang tunnel of Huang Tu-liang district on Zhengzhou-Xi’ an high-speed passenger rail line in China. The results suggest obvious anisotropic properties of undisturbed loess. Not only do the conclusions supply theoretical foundation for design and construction of tunnel in loess, but also can act as guiding reference for similar underground engineering.