SPSens is a software package for the efficient computation of stochastic parameter sensitivities of biochemical reaction networks. Parameter sensitivity analysis is a valuable tool that can be used to study robustness properties, for drug targeting, and many other purposes. However its application to stochastic models has been limited when Monte Carlo methods are required due to extremely high computational costs. SPSens provides efficient, state of the art sensitivity analysis algorithms in a single software package so that sensitivity analysis can be easily performed on stochastic models of biochemical reaction networks. SPSens implements the algorithms in C and estimates sensitivities with respect to both infinitesimal and finite perturbations to system parameters, in many cases reducing variance by orders of magnitude compared to basic methods. Included among the features of SPSens are serial and parallel command line versions, an interface with Matlab, and several example problems.