A shaft wall pressure corrosion test system includes a pressure bearing device, a confining pressure application device, and a seepage pressure application device. The confining pressure application device and the seepage pressure application device provide confining pressure and seepage pressure for the pressure bearing device, respectively, and keep the confining pressure and the seepage pressure constant on the pressure bearing device. In the system, axial pressure is applied to a piston by means of a hydraulic jack and is then transferred to a sample to complete axial pressure application. The confining pressure is applied to hydraulic oil by a manual pump in combination with an energy accumulator and then transferred to the sample to complete confining pressure application. The seepage pressure is applied to a corrosion solution by a water pump group in combination with an energy accumulator and then transferred to the sample to complete seepage pressure application.