An X-ray diffractometer and an ultra-deep three-dimensional microscope were used to determine the mineral composition and microstructure of the Pisha sandstone at different depths. The weathering characteristics of the Pisha sandstone at different depths were studied. The amount of the secondary minerals and the porosity were selected as the evaluation indicators to determine the degree of weathering of the Pisha sandstone. The experimental results show that the kinds of minerals in different depths of Pisha sandstone are the same, including quartz, feldspar, chlorite, calcite, illite, biotite, kaolinite, etc. However, the total amount of the secondary minerals is different. With the increase of depth, the secondary mineral reduces and the surface roughness of the Pisha sandstone decreases gradually. With the increase of depth, the size and number of the micro-cracks and pores are gradually reduced, the influence of the external environment become small on the weathering of Pisha sandstone, and the degree of weathering gradually decreases.