The present disclosure provides a stress gradient loading test apparatus and a method of accurately determining loading energy, relating to the technical field of a rock mechanical test. The apparatus includes an upper pressure-bearing plate, a specimen fixing device, a stress transfer device, and a simulation specimen. A computer processes stress and strain monitoring data. The stress transfer device includes a plurality of plate-like high strength materials in combination. A simulation roadway is opened in the simulation specimen, and a strain gauge and a stress sensor are disposed on the simulation specimen. In a test using the apparatus, stress gradient loading is realized and elastic strain energy is calculated by the plate-like high strength materials with different stiffnesses of the stress transfer device, and loading energy acting on the simulation specimen is calculated in combination with energy applied by a tester.