Abstract: The microstructural evolution of materials under dynamic loading is closely related to their macroscopic mechanical behavior, and real-time in situ characterization is of critical importance for the development of advanced materials and their applications under extreme conditions. The dynamic loading experimental station at the Structural Dynamics Beamline (SDB) of the High Energy Photon Source (HEPS), a fourth-generation diffraction-limited light source, serves as a dedicated dynamic probing platform with significant enhancements in photon energy, flux density, and temporal/spatial resolution. The beamline covers a photon energy range from 21 keV to over 100 keV, delivering a single-pulse photon flux of 3.2×10⁹ phs/pulse in white-beam mode. Leveraging the high-charge bunch injection mode, it supports multi-scale in situ characterization with time resolutions spanning from milliseconds down to hundreds of picoseconds and spatial resolutions ranging from centimeter-scale fields of view to micron-scale details. The station is equipped with a variety of dynamic loading devices, including gas guns, Hopkinson bars, and a hundred-joule laser system, and integrates multiple detection modes such as X-ray imaging, diffraction, and combined multi-modal probing. This paper systematically presents the light source, optical design, loading apparatus, and timing/detection systems of this experimental station. Preliminary application results from typical impact experiments, including in situ high-speed phase-contrast imaging of foamed cement compression, penetration of rubber composites, spallation of aluminum alloy, and dynamic deformation/phase transformation of titanium alloy, are demonstrated. These results fully validate the unique capabilities and broad application prospects of this platform for revealing cross-scale mechanical responses and microscopic evolution mechanisms of irreversible dynamic processes in materials.