The shale oil of Fengcheng formation is key target of exploration and development in Junggar Basin. Dipole acoustic logging shows strong anisotropy which matches the massive microfractures and small amount beddings in core. So far, we do not know the anisotropic characteristics and mechanism of shale oil matrix so that we can't understand the contribution of shale oil matrix through the orientation arrangement of minerals. We measured the velocity anisotropy of 20 samples and analyzes the mechanism. The results showed a weak anisotropy: the range of ε was from 0 to 0.17, the range of γ was from 0.01 to 0.116 and the range of ζ was from 0.008~0.11. The tuff and tuffaceous sandstone had the weakest anisotropy and crystal powder dolomite had the strongest anisotropy. The mechanism was the orientation arrangement of calcite, felsic mineral and calcite, and cinerite and calcite. There was negative correlation between anisotropic parameter and porosity. Thus, it is necessary to define new anisotropic parameters by divided by porosity in order to eliminate the effect of porosity. There was positive correlation between ε and γ for all types of shale. This study can be used for comprehensive interpretation of well logging and seismic inversion.