In this paper, the strength and deformation failure characteristics of bearing coal rock mass are related to the confining pressure, and the SAS-2000 experimental system is used to carry out uniaxial and 3, 6, and 9 MPa triaxial tests on coal rock to assess the strength and deformation failure characteristics of coal rock under different confining pressure conditions. The results show that the stress-strain curve of coal rock undergoes four evolutionary stages after fracture: compaction, elasticity, plasticity, and rupture. With confining pressure, the peak strength of coal rock increases, and the elastic modulus increases nonlinearly. The coal sample changes more with confining pressure, and the elastic modulus is generally smaller than that of fine sandstone. The stage of evolution under confining pressure constitutes the failure process of coal rock, with the stress of different evolution stages causing various degrees of damage to coal rock. In the initial compaction stage, the unique pore structure of the coal sample makes the confining pressure effect more apparent; the confining pressure makes the bearing capacity of the coal rock plastic stage stronger, the residual strength of the coal sample has a linear relationship with the confining pressure, and the residual strength of the fine sandstone has a nonlinear relationship with the confining pressure. Changing the confining pressure state will cause the two kinds of coal rock samples to change from brittle failure to plastic failure. Different coal rocks under uniaxial compression experience more brittle failure, and the overall degree of crushing is higher. The coal sample in the triaxial state experiences predominantly ductile fracture. The whole is relatively complete after failure as a shear failure occurs. The fine sandstone specimen experiences brittle failure. The degree of failure is low, and the confining pressure's effect on the coal sample is obvious.