At present, shield tunnel for pressure water conveyance is separation. Inside and outside liner respectively bear the load. The joint stress research is mostly, but the engineering application is less. In the joint stress research, how the connection form of the inner and outer lining is better even less. In this paper, the two kinds of connection methods between the inner and outer linings are analyzed by smooth and integral connection. The difference of the mechanical properties of the inner and outer linings is discussed, especially when the high pressure water leaks and accumulates between the inner and outer linings. It has a significant impact on the stress system. The results show that the difference between the two types of joints is not large when no leakage occurs. When the leakage occurs, the lining of the smooth connection gradually withdraws from the stress sharing system. The internal pressure is gradually transferred to the outer lining and the surrounding rock to bear, and for the overall connection, the impact of the leakage on the stress system is not obvious, the inner and outer linings can always play their respective functions, and the joint surrounding rock is in the form of common stress. In the event of leakage, if there is water pressure between the inner and outer linings, the overall connected stress system is superior to the smooth connection.