Natural gas hydrate has always been the focus of scientists’ research as a kind of clean energy. There is a causal relationship between the thorough study of mechanical properties of hydrate-bearing sediments (HBSs) and the realization of the utilization of hydrate resources. We conducted a series of mechanical experiments on HBSs at different temperatures and effective confining pressures in this work. Experimental data showed that the samples’ mechanical properties have a remarkable correlation with temperature and effective confining pressure. The strength of HBSs is positively correlated to effective confining pressure and negatively correlated to temperature. Furthermore, the samples’ stress–strain behaviors shifted from hardening to softening with decreasing effective confining pressure and temperature. By assessment of the Mohr strength envelope, the cohesion linearly increased with decreasing temperature. A simple relationship among confining pressure, temperature, and strength was established. Moreover, the fitted failure point line was influenced by the temperature of the samples. The presence of hydrate solids in the sample pores weakened the samples’ compressibility. The samples’ dilatancy showed a negative correlation with temperature, and the maximum dilatancy and peak strength did not occur at the same strain level.