Different from the other roadbed material, the unique mechanical properties of aeolian sand bring great difficulties to the construction and maintenance of desert highways. However, the main attention was usually paid to the engineering properties of aeolian sand, such as collapsibility, strong permeability, and poor gradation. To investigate the shear behaviour of aeolian sand under different engineering conditions, the drained and undrained tests were performed on aeolian sand with relatively large range of density and confining pressure. Under this condition, both the drained and undrained tests tend to the same critical state line, and the shear behaviour of aeolian sand is directly dependent on its density. Under the undrained condition, the q-ε1 curves and the effective stress paths in triaxial stress space exhibit four types of undrained shear behaviour, such as flow, limited flow, strain hardening, and strain softening. Meanwhile all the specimens exhibit three types of failure, such as flow slip, bulging failure, and shear bands. In the q-p’ plane, the analogous drained and undrained stress paths can be followed by aeolian sand with same initial relative density but different confining pressures, and there are two critical state lines due to the generation of shear bands for dense sand. In addition, the critical state lines in e-lnp’ plane decrease with increasing initial relative density Dr, that is, the material constant eᴦ decreases with increasing Dr, and the λ is also not constant but decreases with the increase in Dr. The results suggest that the strength behaviours of aeolian sand can be fitted by a straight line considering relative density and confining pressure and that two empirical formulas are established to describe this feature.