The dynamic load effect of supports is mainly caused by the movement of the roof structure and the load transfer of overburden. In view of the practice issue that the phenomenon of strong ground pressure is easy to happen, when the working face of the lower coal seam passes the inclined coal pillar in shallow buried closely multiple-seam, it will lead to supprot damaged. This paper takes the mining of over-inclined coal pillars in the 22410 working face of the Bulianta Coal Mine as the background, based on the research method combining the field measurement, physical simulation experiment, and numerical calculation, the evolution law of the front abutment pressure (FAP) and roof weighting in mining under the inclined coal pillar is analyzed, and the mechanism of the stress transfer of the inclined coal pillar and the dynamic load of the support is revealed. The research shows that the concentrated stress of the coal pillar is jointly borne by the front coal wall of the working face and the interburden structure above the support. The vertical stress transmitted from the coal pillar to the floor acts on the key blocks of the interburden of the lower coal seam, which causes strong pressure and dynamic load effect, such as roof structure cut-off. The periodic breaking of the key stratum of the interburden leads to the development height and range of the cracks increasing stepwise. The partition characteristics of the mutual transformation of the interburden stress, the FAP, and the working resistance (WR) by passing the coal pillar stage are revealed, which is divided into three stages and four regions. With the working face passing through the inclined coal pillar, the influence area of the concentrated stress of the coal pillar is reduced, and the peak stress of the coal pillar is gradually transferred to the outside of the coal pillar. When the working face is 5 m away from the coal pillar, the peak of FAP and WR reaches the maximum values, the roof is cutting along the peak stress line, and the working face has a strong weighting phenomenon. The research results are consistent with the field measurement results, providing a reference for the mining of working faces under similar conditions.