A screw with a stress sensing device is disclosed. The screw includes a main body, a coaxial member and a stress sensing member. The main body has a hollow threaded hole along its axle center, and the coaxial member is applied to be screw into the threaded hole. The coaxial member includes an elongated body and two threaded parts disposed on both ends of the elongated body. The two threaded parts are applied to engage with and screwed in the threaded hole, and thus the stress applied on the main body can also be applied on the elongated body. One of the two threaded parts has a groove. The stress sensing member is arranged on the elongated body, and the signal sensed by the stress sensing member can be obtained via a wire passing through the groove.