Based on a φ100-mm-diameter split Hopkinson pressure bar with confining pressure apparatus, cyclical impacting with confining pressure of 4 MPa and 20 MPa for sandstone specimens were performed as well as uniaxial impact tests. Meanwhile, the ultrasonic longitudinal wave test was executed before and after each impact. The stress-strain properties of sandstone under cyclical impact were analyzed, whose relationship with longitudinal wave velocity (Vp) in sandstone was analyzed based on impact damage defined by Vp as well. The yield-elastic-ratio was defined to analyze the elastic-plastic characteristics of sandstones under confining pressure. The results show that, the stress-strain curves under confining pressure present a typical elastic-plastic feature. With the increase of cyclical impact times, yield stress and peak stress of sandstone sample reduce while yield strain and peak strain increase. The accumulative damage under lower confining pressure is apparently higher than that under higher confining pressure. The cyclical impact damage of sandstone shows an obvious confining pressure effect. Results of this paper have a guiding significance to the underground construction and protection.