Applications of a soft X-ray double frequency grating shearing interferometer to laser plasma diagnostics were explored by using a soft X-ray double frequency grating as the shearing interferometric element. To improve the success rate of experiment, this paper analyzed the line parallelism and diffraction efficiency of the double frequency grating. On the basis of the relationship between the line parallelism of the double frequency grating and the interferogram of shearing interferometer, it calculated the technical requirements of line parallelism of the grating. The fabrication method was described, the line parallelism of the grating was realized with the diffraction spot position monitoring, and the moiré fringe method was applied in line parallelism judgment for the grating. A double frequency grating with line parallelism less than 0.01° was fabricated. The two groups of diffraction efficiencies of -1 order for the grating were examined in spectral radiation standard and metrology beamline of Hefei National Synchrotron Radiation Laboratory, and the results show both of them are over 10% at 13.9 nm. A shearing interferometer was set up for dense plasma diagnostics, whose results demonstrate that the parallelism and diffraction efficiency of the double-frequency grating can meet the experimental requirements.