Based on the strongly lensed gravitational waves (GWs) from compact binary coalescence, we propose a new strategy to examine the fluid shear viscosity of dark matter (DM) in the gravitational wave domain, i.e., whether a GW experiences the damping effect when it propagates in DM fluid with nonzero shear viscosity. By assuming that the dark matter self-scatterings are efficient enough for the hydrodynamic description to be valid, our results demonstrate that future ground-based Einstein Telescope (ET) and satellite GW observatory (Big Bang Observer; BBO) may succeed in detecting any dark matter self-interactions at the scales of galaxies and clusters.