Shale acoustic emission test is conducted under the condition of conventional triaxial compression, and the time series of acoustic emission RA value is obtained. In order to study the micro mechanism and fractal feature in the process of shale destruction under the condition of conventional triaxial compression, the coupling relationship between fractal dimension and time is obtained and analyzed with using the calculation of correlation dimension of time series on MATLAB software. Results show:1) Crack in the process of shale destruction is the combination of tensile crack and shear crack, and shear crack is the main crack. Moreover, tensile cracks mainly appear at the peak strength, and the number of tensile crack is significantly reduced with the increase of confining pressure. 2) The RA value of shale acoustic emission has self-similarity characteristics and fractal feature in the time domain. The evolutionary pattern of fractal dimension is:rise-sudden drop-fluctuation. 3) The fractal dimension rises in the first stage, indicating that in rock interior tiny cracks first disorderly extend until fracture surfaces form. Then the fracture dimension suddenly decreases, suggesting the fracture surfaces extend and macro cracks form, and the rock is about to break. Therefore, the first sudden decrease of fractal dimension can be taken as the premonition of rock destruction.