Through a series of Piezocone Penetration Test (CPTU) model tests with saturated clay soil, by CPTU probe penetrating soil stress measured by soil pressure mini-cells embedded into soil has been acquired, the variation rules of soil stress by penetrating has been analyzed, the results show that with probe close to the second cell layer, the stress measured by the cells has been increased rapidly; when probe has arrived at the position of the second cell layer, the maximum stress value has been attained; and with probe away from the second cell layer, the stress value has been decreased rapidly. Based on the achieved soil stress value, the axial and radial subsidiary stress field causing by penetrating has been acquired, the conclusions can be obtained that the main stress style of the axial subsidiary stress is compression stress, around the probe the highest stress field has been occurred; the stress style of the radial subsidiary stress is compression stress, this phenomenon shows that by penetrating the compaction effect of the soil around the probe has been created; during the course of penetrating, the radial subsidiary stress is less than the axial subsidiary stress obviously. The achieved result can provide a foundation for further study for CPTU mechanism.