Investigating the mechanical responses and failure features of the deep coal measure strata (CMS) is essential for designing hydraulic fracturing treatments and preventing geological dynamic hazards in underground engineering. In this paper, a three-dimensional CMS model is established by the combined finite-discrete element method (FDEM). The mechanical properties, stress evolutions and failure features of the CMS with different lithological combinations (sandstone-coal-sandstone (SCS), sandstone-coal-mudstone (SCM) and mudstone-coal-mudstone (MCM)) and thickness ratios are investigated under the uniaxial compressive condition. Results indicate that the SCS combination exhibits the highest uniaxial compressive strength (UCS) and elastic modulus, followed by the SCM and MCM combinations. The mechanical properties of the CMS are predominantly determined by the softer coal layer. The mechanical contrasts in elastic modulus and Poisson’s ratio between adjacent layers cause the generation of additional compressive stress in the softer layer and additional tensile stress in the stiffer layer. Therefore, the softer coal layer exhibits the shear-dominated failure pattern while the stiffer sandstone/mudstone layer displays the tensile-dominated failure pattern in the CMS. Furthermore, as the thickness ratio of the coal layer increases, the UCS, elastic modulus, and interfacial constraint stress decrease in the CMS. Additionally, the UCS and stress–strain relationship in the post-peak stage exhibit the noticeable size effect, whereas the mechanical behaviors in the pre-peak stage and the ultimate fracture patterns show the opposite. The elastic modulus and interfacial constraint stress obtained by the FDEM simulation match well with those calculated by theoretical models. The key findings of this paper can provide fundamental understanding and reliable parameters for multi-scale geomechanical modeling in petroleum and mining engineering.