Acoustic signal is used to study the mechanical properties of dense granular system under direct shear. In the process of direct shearing, it is found that the velocity of the sound wave decreases rapidly with the increase of shear stress. After the yield point of stress, with the increase of strain, the velocity of the propagating wave decreases gradually and attains a constant. The net reduction in velocity is found to be less than 20%, which differs from the fact that acoustic wave (especially the transverse wave) could not propagate through the shear band. This is because the direct shear strain rate is far smaller than the frequency of sound wave, and particles under shear can be regarded as quasi-static elastic-plastic solid. Effective medium theory and granular dlastic theory are employed for explaining these results.