Understanding accumulated damage effects is essential when undertaking deep underground rock engineering, as complex in situ environments and intense engineering disturbances realistically affect the physical and mechanical properties of rocks. Accumulated damage mainly causes the extension of micro-cracks and the sprouting of specific defects in the rocks, altering the microstructural parameters. In this investigation, loading and unloading tests were used to simulate the damage states of the deep underground coal measures sandstone. The accumulated damage factor was formed by combining the P-wave and energy damage variables. The effect of accumulated damage on the bearing capacity and deformation behavior of sandstone was particularly pronounced after experiencing impact loading. The experimental results demonstrate that the accumulated damage factor can depict the initial damage state of sandstone as well as the subsequent dynamic and progressive damage. There is a mutually governing effect between accumulated damage and strain rate. In contrast, accumulated damage significantly extends the range of strain rates, which is fed back into the dynamic uniaxial compressive strength of the sandstone. There is a negative correlation between dynamic fracture energy and accumulated damage, which strongly agrees with the sandstone’s deformation mechanism. The combination of accumulated damage and impact loads can be used to assess the long-term safety of deep underground rock engineering.