Roof fracture is one of the main reasons for dynamic disaster in working face. During the process of long wall mining, due to the continuous fracture and collapse of roof, a stress shell composed of high stress is formed around the surrounding rock of the stope. The gravity of the overlying rock is transferred to the coal body around the stope through the stress shell. With the advancing of the working face, the stress shell has undergone the dynamic evolution process of the initial shell, extension shell, and flat shell. Based on the theory of shell and plate, the mechanical model of elliptical thin rock plate is constructed. The stress and bending moment distribution expressions of elliptic structure are obtained under two boundary conditions: the surrounding fixed-supported edges and simply supported edges. The results show that cracks begin to appear at the middle point of the semimajor axis and propagate along both ends of the semimajor axis. Then the fracture begins at the end of the semiminor axis, and the crack extends along the arc direction, forming an “X-O” type fracture. Finally, the mechanical nature of the stress shell instability is the result of the tensile fracture of the bedrock at the top of the shell.