The entrance and exit sections of a tunnel are subject to different environments, pavements, and traffic conditions, which is quite different from the average highway, and it should be considered differentially, when designing pavement structures. However, there are no clear regulations on it in Chinese specifications. Over the years, a lot of studies were carried on the entrance and exit sections of a tunnel, but there are few ones on the pavement design and its mechanical response characteristics. In this paper, the Huangjiayu tunnel and the Yangkou tunnel in Shandong province were taken as case study engineerings and their pavement structures in the entrance and exit sections are referred to as Str-1 and Str-2, respectively. In Str-1, asphalt pavement was applied inside and outside the tunnel and a transition section was applied. In Str-2, asphalt pavement was applied outside the tunnel and concrete pavement was applied inside the tunnel when it was built in 2004 and a transition section was not applied. Meanwhile, 7 alternative pavement structures (referred to as Str-1a∼Str-1g), in which the lengths of transition sections were different, were proposed, simulated, and analyzed through FE program ANSYS. Through the analysis of maximum shear stresses in asphalt courses and tensile stresses at the bottom of base courses, it was found that setting a transition structure is essential, and it can ensure the continuity of pavements and significantly reduce the sudden change of shear stress of asphalt layer and thus prevent premature pavement distresses. Hence, Str-1 is more reasonable compared with Str-2. Besides, it was also found that when the asphalt surface outside the tunnel is designed to be three layers, it is more appropriate to use Str-1, in which the concrete slab in the transition structure has variable cross section, and the length of the concrete slab is 4.5 m. When the asphalt surface outside the tunnel is designed to be two layers, Str-1b is more reasonable and the length of the concrete slab is also 4.5 m.