High-hardness and poor-drillability of hot dry rock (HDR) impose great challenges on drilling-rate improvement, limiting the economic exploitation of HDR geothermal. Axial-torsional coupled percussive drilling (ATCPD), as a potential drilling-rate improvement method, might provide solutions for achieving efficient breaking of HDR. To determine the rock breaking performance of ATCPD in HDR, we investigate the failure behaviors of high temperature rocks under percussion loads. Three loading modes, i.e., static loading, axial percussion loading, and torsional percussion loading, are compared with axial-torsional coupled percussion loading (A-TCPL) mode, with respect to rock breaking capacity and failure behaviors. The effect of some important engineering parameters, e.g., rock temperature, impact amplitude and frequency, is put particular emphasis to obtain the great rock breaking performance. Results show that ATCPD is characterized by the higher amplitude force, lower torque and larger cracking volume as compared to other loading modes, thereby resulting in a growth drilling efficiency. A-TCPD shows greater performance to high temperature rocks in stress response and material damage. The maximum principal stress, tensile and compressive damage factors are positively correlated with rock temperatures under A-TCPL mode. Increasing the impact amplitude and frequency are beneficial for inducing damage on rocks with temperatures ranging from 200 to 600 °C. By using the rock breaking total displacement as the evaluation index, the optimal ratio of axial to torsional impact frequencies for greater rock breaking capacity is obtained. For rocks at 200 °C, 400 °C, and 600 °C, the optimal ratio of axial to torsional impact frequencies is 1:2, 1:3, and 2:3, respectively. The results are expected to provide new insights to enhance drilling rate for geothermal well and HDR excavation.