Long fibre-reinforced metal matrix composite materials, which are widely used in industry, have complex and diverse damage modes due to their structural characteristics. In this study, the progressive damage process and failure mode analysis of the SiCf/TC4 composite shafts were thoroughly investigated under single torsional loads. A bearing performance test was carried out, the damage process was monitored using acoustic emissions, and the fracture specimens were analysed using a scanning electron microscope (SME). More specifically, under reverse torque loading, the damage process was slow-varying, the interface was subjected to tensile force, and fracture occurred mostly in the form of interface cracking; further, the breaking load of the specimen was 11,812 Nm. Under forward loading, the damage process was fast-varying. The fibres were subjected to tensile forces, and the fracture form was mostly fibre fracture; the breaking load of the specimen was 10,418 Nm. Under torque loading, the first damage to the specimens appeared in the outermost layer of the composite material’s reinforced section, and the initial cracking position was at the interface, expanding from the outside to the inside. Based on the principles of macro-mechanics and micro-mechanics theory, the cross-scale models were proposed, which contain the shaft with the same dimensions as the specimen and a micro-mechanics representative volume element (RVE) model. The initial interface damage load was 6552 Nm under reverse torque loading. Under forward loading, the initial interface damage load was 9108 Nm. In comparison to the acoustic emission test results, the main goal was to calculate the progressive damage process under the same conditions as the experiment, verifying the effectiveness of the cross-scale models.