A coal-rock dynamic disaster is a rapid instability and failure process with dynamic effects and huge disastrous consequences that occurs in coal-rock mass under mining disturbance. Disasters lead to catastrophic consequences, such as mine collapse, equipment damage, and casualties. Early detection can prevent the occurrence of disasters. However, due to the low accuracy of anomaly detection, disasters still occur frequently. In order to improve the accuracy of anomaly detection for coal-rock dynamic disasters, this paper proposes an anomaly detection method based on a dynamic threshold and a deep self-encoded Gaussian mixture model. First, pre-mining data were used as the initial threshold, and the subsequent continuously arriving flow data were used to dynamically update the threshold to solve the impact of artificially setting the threshold on the detection accuracy. Second, feature dimensionality reduction and reorganization of the data were carried out, and low-dimensional feature representation and feature reconstruction error modeling were used to solve the difficulty of extracting features from high-dimensional data in real time. Finally, through the end-to-end optimization calculation of the energy probability distribution between different categories for anomaly detection, the problem that key abnormal information may be lost due to dimensionality reduction was solved and accurate detection of monitoring data was realized. Experimental results showed that this method has better performance than other methods.