Coaxial High Order Mode (HOM) couplers have been fabricated at Peking University and their RF performance has been measured on a test device consisting of a coaxial transmission line and a 2-cellTESLA-shape copper cavity. The test results on the 2-cell TESLA-shape copper cavity with HOM couplers indicate that the coupler can cut off the fundamental mode TM010 and absorb HOMs effectively after a careful adjustment. The optimal angle of the HOM coupler with the beam tube is found. The initial test results of HOM couplers are presented in this paper.