The shielding design employing the Monte Carlo simulation code of MCNPX 2.5.0 for multi-purpose reflectometer of China spallation neutron source (CSNS) is introduced, including the shielding needs, radiation source terms, calculating methods and simulation results, etc. Various radiation source terms such as the moderator leakage source term, and the neutron guide loss source term etc. are taken into account in the simulation, and step-by-step calculation method and variance reduction methods such as source angular biasing, source energy biasing, and geometry splitting, are adopted to improve the computing speed while the precision of the results is guaranteed. In the shielding design of instrument transport beamline, second shutter, and scattering room etc., the final shielding parameters are determined by comparing the shielding need under different operating conditions, to ensure the dose rate below the 2.5 Sv/h limitation in accessible locations outside the shielding.