The shift strategy of automatic transmission plays a vital role in the smoothness and economy of heavy-duty mining trucks. In this paper, an engine fuel consumption model, a 6 + 2 speed automatic transmission model, and a vehicle resistance model are built in MATLAB. Combined with the development of smart mining technology, the traditional two-parameter economic shift strategy is corrected based on vehicle load and road slope. The dynamic programming optimization algorithm is used to extract the best economical shift strategy under known working conditions to reduce the fuel consumption and the number of shifts. Finally, simulation experiments of the optimized shift strategy by dynamic programming in a typical mine work cycle are carried out. The simulation results show that the engine speed and output torque are maintained in a relatively stable and efficient working range by using the proposed shift strategy. Compared with the traditional two-parameter shift strategy, dynamic programming has advantages in reducing fuel consumption and shift numbers.