The principle of particle damping energy consumption and inertial capacity efficiency increase are widely used in structural vibration reduction control. Based on the advantages of particle damping and inertial capacity, a particle damping inertial capacity shock damper (PID) was designed, which mainly contained particle damping unit, inertial mass unit and stiffness unit. Firstly, the working principle of PID was elaborated, the mechanical analysis model of single degree of freedom was established, a small PID mock-up was produced, a variety of working conditions were set up to test the mechanical properties of the PID. Then, the mechanical properties of PID were further explored by the combined simulation method of many-body dynamics software and discrete element software. Finally, to verify its engineering application value, dynamic time-course analysis of the damping structures configured with PID and tuned mass damper (TMD) by finite element structural analysis software SAP2000. The results show that PID has excellent damping performance, when the other conditions are certain, the energy consumption effect of PID increases with the increase of vibration displacement amplitude and vibration frequency. In the building structure, PID shows better damping than TMD, it has a high engineering application value.