How to quantitatively clarify the frequency-dependent barometric responses of borehole strain is a very challenging problem in the fixed-point observation of crustal deformation and geodynamic research. Since the 1970 s, China has had a large sustained program to make continuous measurements of four-component borehole strain; however, the study of signature and physical mechanism of four-component borehole strain in response to barometric pressure at different frequencies are seldom investigated in this day. For this reason, we take the Shenchi station in Shanxi as a typical case to systemically uncover the frequency-dependent barometric responses of four-component borehole strain. Both the coherence function and the transfer function are applied in this diagnostic work. The obtained results show that: (1) The values of coherence in the frequency band 0.1 to 40 cpd are almost greater than 0.9, which imply that the borehole strain are strongly correlated with barometric pressure in this frequency band. (2) The barometric pressure responses are relatively stationary in the low-frequency band (0.1~0.5 cpd), and remained stable in the intermediate-frequency band (0.5~8 cpd), but the frequency-dependent responses are very strong in the high-frequency band (8~40 cpd). (3) In the high-frequency band, the spectra of barometric pressure coefficients and phase shifts for the four-component borehole strain decrease and increase exponentially with increasing frequencies, respectively. (4) In the whole frequency band (0.1~40 cpd), the frequency-dependent barometric responses are obvious for the four-component borehole strain, and the main trends of spectra of phase responses increase exponentially with increasing frequencies; furthermore, the partial and entire features of barometric responses for the four-component borehole strain are slightly different from each other. The above findings will be useful for correcting the nonlinear barometric response for the four-component borehole strain records, as well as for advancing our understanding of physical mechanism of crustal deformation at different periods.