Experiments are performed by Metravib dynamic mechanical analyzer (DMA+450) using the stress-strain method. The static load is fixed at 100 N, and the dynamic load amplitude of the sine wave is 60 N, so that the total loading force is controlled under yield stress. Temperature is controlled between -50 ℃ and 175 ℃, and the heating rate is 1 ℃ per min. The frequency ranges from 1 Hz to 1000 Hz. Pump-oil saturated arkoses and Pengshan sandstones are tested under uniaxial cyclic loading. The variations of attenuation, phase angle, Young's modulus, and velocity with temperature or frequency are obtained. The attenuation peak and the phase angle peak shift toward higher temperatures with frequency increasing, which can be considered as thermal relaxation regularity. The activation energy and the transition frequency corresponding to the thermal relaxation peak are determined by experimental results and explained by the sandstone characteristics. A new phase transition attenuation peak, which is corresponding to mineral ion exchange in rock, is observed in the present experiments. Some dynamic characteristics of rock minerals under thermal and vibration loading are used to explain the peak. The Young's modulus and the velocity increase with frequency increasing and decrease with temperature increasing. There is obvious frequency dispersion, and the dispersion weakens when temperature increases. This investigation is helpful for studying theoretical model and interprating seismic data.