The Compact Pulsed Hadron Source (CPHS) is a compact accelerator-driven neutron source constructed at Tsinghua University, Beijing, China. The CPHS target station employs 13 MeV proton (16kW, 50HZ, 0.5ms pulse width) and ^9Be(p,xn) reaction to generate primary fast neutrons. The primary neutrons are moderated by water reflector and cold-solid methane moderator to increase cold neutron intensity, serving two instruments (Small angle neutron scattering instruments and neutron radiography station) in the first stage. The Target/Moderator/Reflector assembly (TMR) of CPHS target station is the most strong radiation source of CPHS facility. The TMR is a complex neutron and gamma ray source. The performance of the mixed shielding materials and the design of the shielding structure are presented.