Magnetorheological shear thickening fluid is a smart material that exhibits both magnetorheological and shear thickening effects. This study focuses on the design and development of a novel magnetorheological shear thickening fluid-based linear damper. First, micron-sized carbonyl iron particles, at a 20% and 80% weight fraction, were immersed among the shear thickening fluid base and thoroughly mixed under a high shear condition to produce the magnetorheological shear thickening fluid. Then, a monotube damper with a bypass was designed and fabricated. The testing results using an MTS machine show that the influence of incorporating shear thickening fluid allows the 20% magnetorheological shear thickening fluid-filled damper to work in different dynamic loading velocities with the stiffness and damping changed, while, simultaneously, the dynamics of the damper depend on the variations in the magnetic field. The measured responses of the 20% magnetorheological shear thickening fluid-filled damper prove that the dampers have both the MR effect and shear thickening effect. In contrast, the 80% magnetorheological shear thickening fluid-filled damper behaves more like a conventional magnetorheological fluid-filled damper because its shear thickening effect is restrained and the MR effect becomes more obvious with higher iron volume.