Fibre Bragg grating (FBG) sensors have been increasingly adopted to detect the dynamic strain of structures. When the sensor is attached on the surface, adhesive material is employed to assist the installation, which leads to indirect contact of sensing fibre and the monitored structure. To correct the strain transfer error induced by the shear lag effect and improve the measurement accuracy of FBG sensors under dynamic response, strain transfer mechanism of a three-layered testing model constituted of sensing fibre, adhesive layer and host material has been studied in this paper. Laboratory test on steel beam attached with FBG sensor under fatigue load has been projected to investigate the feasibility of the derived strain transfer formula, and numerical simulation by MATLAB has been used as a supporting tool to offer the reference dynamic strain. Based on the analysis, sensitive parameters that affect the strain transfer coefficient have been discussed to instruct the application design of FBG sensors. Results indicate that strain transfer coefficient under dynamic response is much lower than that in static state, and error modification is particularly significant; in the dynamic testing model, bonded length, shear modulus and thickness of adhesive layer are more sensitive, which should be precisely selected in practical engineering to guarantee the effective strain measurement.