셴다오어의 자음은 총 40개이다.
| bilabial | stop | p p_h pz` p_hz` |
| bilabial | nasal | m m_0 m_0z` mz` |
| labiodental | non-sibilant fricative | f v |
| alveolar | sibilant fricative | s |
| alveolar | stop | tts t_h tz` t_hz` |
| alveolar | lateral approximant | l l_0 |
| alveolar | nasal | n_0 |
| retroflex | sibilant affricate | ts` ts`_h |
| retroflex | sibilant fricative | s` z` |
| palatal | approximant | j |
| palatal | plosive | c c_h |
| palatal | fricative | C |
| palatal | nasal | n` n`_0 |
| velar | nasal | NN_0 |
| velar | non-sibilant | x |
| velar | plosive | k k_h kz` k_hz` |
| velar | fricative | xz` |
| uvular | nasal | Nz` |