The effect of different fertilizers application on nitrogen and phosphorus loss in a bamboo forest was studied by a field experiment. Results showed that the contents of nitrogen and phosphorus in runoff and leachate in the bamboo forest varied in a peak shape with time. In runoff, the total nitrogen and phosphorus contents were 1 844.43 g/hm² and 152.58 g/hm² under the treatment of bag-coated fertilizer that were reduced by 18.75% and 40.94% respectively compared with the control. While in leachate, the total nitrogen and phosphorus contents were 108.84 kg/hm² and 3.32 kg/hm² that were 15.35% and 22.91% lower than the control. Seven days after the fertilizer application, the amount of ammonia volatilization accounted for 75.06% of the total lost, but it was only 68.06% in 28 days in the bag-coated fertilizer treatment. Furthermore, the amount of ammonia volatilization lost in bag-coated fertilizer treatment was 32.08% lower than the control. Therefore, the method of bag-coated fertilizer application should be effective in preventing nitrogen and phosphorus loss and subsequently increase the fertilizer use efficiency in the bamboo forest.