In recent years, with the success of exploration and development of conglomerate reservoirs in Mahu Depression, Junggar Basin, China, it is urgent to study the mechanical properties and its influencing factors of conglomerate which is considered as a new oil and gas reservoir. Based on the investigations of petrologic characteristics, heterogeneity and mechanical properties of conglomerate in Baikouquan formation, the content and geometric characteristics of gravel in conglomerate, the main factors in heterogeneity and the mechanical behavior in the triaxial compression experiment of conglomerate are analyzed in this paper. The results show that the size and content of gravel in conglomerate varies greatly, and conglomerate has strong heterogeneity under the influence of gravel content and size. An analysis of mechanical properties of conglomerate shows that conglomerate is characterized by plasticity. Besides, the sphericity is negatively correlated to the gravel content, while the heterogeneity increases with the increase of conglomerate plasticity. Due to the existence of heterogeneous gravel, local stress may concentrate in conglomerate when the stress is loaded. Consequently, a large number of micro-cracks appear at the edge of gravel, demonstrating the strong plasticity of conglomerate. This paper is of referential significance to the study of rock mechanical properties and the evaluation of engineering properties in conglomerate development.