Through the state switch of shifting mechanism and combined with speed regulation of hydraulic transmission system, the shift of hydro-mechanical transmission continuously variable transmission (HMCVT) was realized. The traditional method of shift was short intervals or cross, which would easily lead to power interruption and affected the quality. Based on the HMCVT of a heavy truck, the method of short overlap combination between segments was used to achieve continuous power shift. The dynamic analysis of the process of continuous power shift was studied in theory. The mathematical and simulation models of the process of continuous power shift were built. The process of continuous power shift were analyzed by simulation. The result of theoretical research and simulation were verified on the test bench. The research results showed that within the appropriate range of displacement ratio, the short overlap combination between the segments of the shifting mechanism can realize the continuous shifting of power. The power continuous switching process was divided into four stages: synchronous speed regulation, overlapping combination, power switching and rapid separation; in the power switching stage, the transmission ratio of the HMCVT was constant, which was determined by the parameters of the subconvergence mechanism and the mechanical transmission mechanism, and it had nothing to do with the parameters of the hydraulic transmission system and the load; at the theoretical shift displacement ratio, the output speed of the HMCVT basically did not fluctuate; before or after the theoretical shift displacement ratio, the output speed of the HMCVT fluctuated greatly, resulting in a large shifting impact，the more the deviation from the theoretical switching point was, the greater the fluctuation range and switching impact were; in all three cases, the system power was continuously transmitted without interruption.