The “carbon peak” and “carbon neutrality” require a continuous increase of clean energy supply, and hydropower shares a big portion of clean energy in China. The Jinping II Hydropower station is the biggest one and its main surrounding rock is marble. Thus, the failure characteristics of its marble holds great significance in safely and economically devising support measures of tunnel groups in this station. In this study, triaxial compression tests were conducted on the deep-buried marble to elucidate their formation mechanism and failure characteristics. Further, the 3D CT reconstruction was conducted for the evolution of microstructures. Finally, a new brittleness evaluation index (BNew) was formulated based on the pre-peak energy evolution and the post-peak stress drop to accurately evaluate the influence of confining pressure (σ3) on rock brittleness. The test results indicate that the strength values (σP and σeh) at segment points increase linearly with the increase of σ3, while the corresponding axial strains (ɛP and ɛeh) at these strength points also show a linear increase. The 3D CT reconstruction results reveal that the failure characteristics of the marble mainly have four types: ‘I’ type shear, ‘II’ type tensile–shear, ‘III’ type tensile–shear, and ‘y’ type conjugate shear. With the increase of σ3, the spatial distribution of crack characteristics in samples gradually shifts from complexity to simplicity and then back to complexity. The accumulated volume of cracks first decreases and then increases.