An experimental apparatus for calibration chamber penetration test is designed. The device can fulfill the cone penetration test at any point on the chamber plane; and it can also accomplish the inclined cone penetration test with different inclined angles under the controlling penetration velocity. The apparatus is used to investigate the mechanical properties in the vertical cone penetration test for TJ-1 lunar soil simulant. The test results indicate: (1) The superficial layer of TJ-1 lunar soil simulant ground occurs shear failure. (2) The cone tip resistance increases with the increasing of penetration depth. (3) The horizontal earth pressure increases to maximum as the cone approaching to the soil earth cell and decreases to zero when passed by; the maximum value of each layer increases with the penetration depth; the horizontal earth pressure also appears axisymmetric property. (4) The vertical earth pressure under the penetration point increases with the penetration depth. It is shown that the design of calibration chamber is rational based on the experimental research. The study of mechanical property of TJ-1 lunar soil simulant is of great importance to the corresponding experiments related to such material.