In order to more accurately understand the rock mechanics properties of hot dry rock (HDR) reservoirs under high-temperature conditions and further guide the drilling and construction of HDR wells, conducting research on rock damage evolution under high-temperature conditions plays a guiding role in the efficient development of geothermal resources. To reveal the evolution law of fracture damage of HDR under temperature influence, taking marble as an example, the thermo-mechanical damage and failure mechanism under the conditions of 30 °C, 60 °C, 90 °C, 120 °C and 150 °C were studied using a rock high-temperature rheometer and an acoustic emission (AE) testing system. The numerical simulation results were compared with the indoor experimental results by combining the particulate flow program Particle Flow Code 3D (PFC3D) to verify the effectiveness of the simulation analysis model of thermo-coupled particulate flow at the micro scale. The results show that under high temperature, the marble three-axis compression failure passes through the compaction and elastic deformation stage, plastic deformation stage, ductile failure stage and instability failure stage, and the peak strength and elastic modulus of the marble decrease with the increase of temperature, and the acoustic emission b-value of the sample can judge the damage evolution process of the marble. At the micro scale, high temperature accelerates the force chain transmission between particles, the contact force between marble particles gradually decreases during the heating process, and the number of particle bonding failures increases steadily; the bearing capacity and elastic modulus attenuation of the rock are the result of microcrack evolution, and the force chain void zone and particle displacement field inside the sample are consistent with its macroscopic failure form. The development of microcracks in marble under different test loading conditions is different, and with the increase of test temperature, the total number of cracks inside the sample increases, but the proportion of shear cracks decreases, the activity of particle displacement increases, and the “plastic extension” characteristic of marble becomes more significant. The thermal damage evolution of marble was quantitatively analyzed based on the elastic modulus method and the peak stress method, and the damage evolution law of marble under different temperatures was obtained.