The invention belongs to the field of material performance testing, and relates to a protective device of a reflection type Hopkinson pull rod test sample, and an experimental method. The protective device comprises an inner sleeve and an outer sleeve; a groove is formed in the single side of each of the inner sleeve and the outer sleeve; the cross section of the bottom of the groove is semi-circular, and the diameter and the groove width are equal; the external thread is formed on the outer surface of the inner sleeve and is connected with the internal thread at the position of a screw hole of the outer sleeve; and the diameter of the fitting end face of the outer sleeve and a working rod is equal to that of the working rod. According to the protective device of the reflection type Hopkinson pull rod test sample, and the experimental method, the experimental error generated by threaded gap in the stretching direction of the reflection type Hopkinson pull rod equipment is eliminated, the accuracy of the experimental result is improved, and operation is convenient and rapid.