Spatial heterodyne spectroscopy (SHS) is a novel method for hyperspectral analysis, but the calibration methods have not been thoroughly studied. The present paper gives some basic theories of SHS, and investigates the laboratory calibration methods, including spectral calibration and radiometric calibration. According to emission lines and the relation between detector size and system bandwidth, we designed the spectral calibration plan for SHS, which uses tunable laser and halogen lamp. Experiments show that the actual spectral range and resolution of our instrument is the same as it was designed, and the spectral shift is less by stability testing. For radiometric calibration, we measured the system's stability by using integrating sphere, and its responses were also calibrated by using standard lamp and diffuser. The experimental results, after validation, proved that our method can be used for SHS calibration. This is a fundamental work for quantified retrieval.