This paper intends to study the interaction of dynamic response between bridge pile and soil surrounding through shaking table test of sandbox. The experimental dynamic responses of the bridge pier with pile located at dry and saturated sand, respectively, were obtained through the experiment model including mass block, bridge column and pile embed in sandbox conducted by National Center of Research on Earthquake Engineering (NCREE). The experimental results were served as the database for investigation. In additional to a deeper discussions on the differences between experimental results of dry sand and saturated sand, this paper used software of OpenSEES to establish a three dimensional finite element model for nonlinear time history analysis. Through comparing the analytical results and experimental results, the accuracy of the model established was able to be assured so that the soil structure interaction between pile and soil (dry sand / saturated sand) can be better understood and served as prediction for the similar cases in practical engineering application.