The testing device for testing normal stress characteristics of the magnetorhological (MR) fluid is designed, and a set of testing system is built accordingly. The effect of the different contents of nano magnetic particles on the normal stress of MR fluid was investigated. The experimental results indicate that given a constant shear rate, in a small range of currents (0~1.5 A), when the mass content of Fe3O4 nano magnetic particle changes from 0% to 7%, with the mass content of nano magnetic particle increasing, the normal stress will also increase rapidly, compared with the traditional MR fluid. Furthermore, when the applied magnetic induce intensity at 320 mT, the increment of normal stress produced by micro-nano MR fluid reaches the maximum. However, when the mass content of nano magnetic particle changes from 7% to 16%, the normal stress is decreased gradually.