Rock structures and buildings are occasionally subjected to dynamic loading such as impact from explosion and earthquake. Their dynamic behavior is thus of important to know before safe design. In this work, both widely-used sandstones were selected to investigate the coupling response of water content, grain size and loading strain rate by the universal mechanical machine and split Hopkinson pression bar technique. It was found from the results that: In dry sandstones, the compressive strength of fine and coarse sandstones showed the overall increasing trends with the increase of quasi-static and dynamic strain rates. However, in the water-saturated state, the strength of coarse sandstone is positively correlated with strain rate, but the variation is complex for fine sandstone. On the water-content dependence on strength, it was found that they decrease with increasing water-content. This trend is also found on the grain influence, that is, the strength decreases with grain size increasing. The potential competitive mechanism was found between the weakening and strengthening effects of internal water in sandstone under different loading conditions.