A horizontal well sand filling test shaft device is composed of an injection portion, a first test section, a second test section, a first observation section and a liquid return portion. The rear end of the injection portion is in flange connection with the first test section, the rear end of the first test section is in flange connection with the first observation section, the rear end of the first observation section is connected with a flange of the second test section, and the rear end of the second test section is connected with the liquid return portion. After an oil pipe transversely penetrates through the injection portion, the first test section, the second test section, the first observation section and a cavity of the liquid return portion, the two ends of the oil pipe are supported by a front blocking plate and a rear blocking plate respectively in a sealed mode. An injection pipe oil joint is communicated with an injection head of the injection portion. A leak-off liquid connecting pipe is communicated with the neck of a front flange of the first test section and the neck of a front flange of the second test section. An oil joint of a liquid return pipe is communicated with a liquid return head of the liquid return portion. A horizontal well sand filling simulation test is completed in a laboratory, and reliable test data and visual test effects are provided for structural improvement of horizontal well sand filling tool products and optimization of site operation technological parameters.