A complete understanding of the rock fracture-induced electromagnetic radiation (EMR) mechanism and the coupling relationship between EMR and micro-vibration (MV) is highly challenging in rock engineering. For this purpose, a pioneer study is conducted that uses the synchronous monitoring experiments of EMR and MV during rock failure under uniaxial compression by the three-axis electromagnetic antenna and droplet-like MV acceleration sensors. The time-frequency evolution characteristics and correlation of EMR and MV during the failure process of rock under load were obtained, and the EMR-MV coupling effect was analyzed. The obtained results show dominant synchronicity of EMR and MV during the rock's failure process. It is inferred that both EMR and MV are generated with fracture (stress drop), and the signal intensity is proportional to the stress drop; the correlation coefficient between EMR and MV peak value is >0.85. During the rock's failure process, the peak vibration acceleration can reach 105 m/s2, and the attenuation speed of the MV signals was relatively faster than the EMR. However, the dominant frequencies of the two are both concentrated in the low-frequency band (< 30 kHz). The dominant frequency band of EMR is generally less than 20 kHz, while MV showed a slightly wider band, reaching 30 kHz. Besides, almost every fracture generated similar or the same main frequency (with a difference of 1–2 kHz) EMR and MV signals, indicating a noticeable correlation in the frequency domain. The analysis shows that the vibration during the rock's fracture can be regarded as small damping vibration to a certain extent, thus theoretically explaining its faster attenuation. The high time-frequency correlation between EMR and MV indicates that the EMR induced by rock fracture seems to be resulted by the vibrating charged crack clusters. In addition, the maximum EMR peak value mostly appears along the Z-axis of the EMR antenna, which further verifies the rationality of the above hypothesis. In brief, the charge accompanying rock fracture is the physical basis of EMR, and the vibration during the fracture process constitutes the power source of EMR. The research results further clarify the mechanism of EMR induced by rock fracture and lay a theoretical foundation for constructing the EMR location method for rock fracture sources.