The mechanical properties of sand are very complicated and directly related to its physical state. Generally, it is manifested as shrinkage of loose sand and dilatancy of dense sand, which are affected by both relative density and effective confining pressure. In order to effectively describe the shear behavior of saturated sand under different physical states, based on the theory of thermal dynamics of granular materials and the energy dissipation mechanism at granular level, a thermodynamic constitutive model was proposed combined with the dilatancy equation with state parameters. The model is simple in form, which does not involve the concepts such as yield criterion and flow rule, but it introduces the concepts of granular entropy and granular temperature to describe the irreversible deformation, and establishes a relation between the dissipation mechanism of saturated sand and the macroscopic mechanical behavior through migration coefficients and energy density functions. Thus, the model can describe the influence of relative density and effective confining pressure on the strength and deformation characteristics of saturated sand during shear process. The ability of the model to describe the shear behavior of saturated sand was verified by comparing the results of isotropic compression tests, triaxial undrained, and drained shear tests with simulation results.