The sand-mud sedimentary record develops widely in the shore-shallow lacustrine, which can be a good oil and gas reservoir cap combination. It has important significance in petroleum geology. This paper takes the Kongdian Fm. of Eocene in Jiyang Depression as an example to study the formation mechanism and diagenetic system of the sand-mud sedimentary record in the shore-shallow lacustrine. The study indicated that sandstone-mudstone sedimentary strata at macroscopic level includes sand-mud duality, mudstone vein and sandstone lens in the Kongdian Fm. of Jiyang Depression, and there are some transitional clastic rocks at the microscopic level (Clastic particles, clay and carbonate cements are included in the transitional clastic rocks). The sandstone-mudstone sedimentary strata mainly formed in the material transformation of the shallow-water deltas and conjugate shock in the shore-shallow lacustrine. The thickness is mainly restricted by material source and water dynamic condition, and the sand-mud transitional clastic rocks are restricted by the dynamic mechanism and sedimentary differentiation of the lake water. The sandstone-mudstone sedimentary strata is composed of a closed diagenetic system. Early compaction-drainage and differential compaction, middle and late clay mineral transformation, structural water and organic acid emissions during the diagenetic process of mudstone influence the diagenesis of sandstone. The closed diagenetic system of sand-mud transitional clastic rocks is mainly related to the structural maturity of clastic rocks.