The development of hot dry rock (HDR) resources is mainly through hydraulic fracturing to build fracture in low permeability high-temperature rock to form working fluid flow channels. The control mechanism of thermal transfer and conversion process in fracture system is the key to influence thermal extraction effect. In this paper, a temperature-hydraulic-mechanical (THM) coupling model of fractured rock mass is established considering the temperature variation of rock elastic modulus and Poisson's ratio. The dynamic changes of fracture aperture and permeability are investigated. Taking fractured HDR reservoir as a case study, the depletion thermal extraction process of dual-well enhanced geothermal system (EGS) is simulated, the spatial-temporal evolution of multi-field are analyzed. The results show that the cold front of the horizontal and vertical single fracture model advance in an oval shape and a rectangle shape, respectively. Over 30 years, the horizontal fracture aperture typically changes by a factor ranging from 1.02 to 1.12, permeability typically changes by a factor ranging from 5 to 15. The vertical fracture aperture typically changes by a factor ranging from 1.02 to 1.14, permeability typically changes by a factor ranging from 10 to 25.