The two magnetic measurement methods of superconductors, SQUID method and Campbell method, are introduced briefly. Superconducting properties of MgB2 bulk samples are prepared by the high-pressure powder in tube (PIT) sintering method. The two measurement methods are employed to measure the critical current density of the sample. The Jc-B curves of the MgB2 samples are obtained with each method. The SQUID method can be used to measure the magnetic strength field up to 6 T and the material is in normal state, and the result is used to scale F(b) of the pinning through necessary calculation which is used to study the magnetic characteristic of the material. The critical current density (Jc) measured by the SQUID method is the average of the materials different parts. Jc is measured and estimated by the Campbell's method. The magnetic field is only to 0.4 T while the frequency of the AC parts magnetic field is varied from 37 Hz to 797 Hz. The critical current density obtained by Campbell's method is smaller than that obtained by the SQUID measurement, which is due to the existence of various faults and the decrease of the electrical connectivity.