Load damage during rock failure is usually accompanied by changes in radon exhalation characteristics. Radon gas is an excellent tracer with great significance in studying the relationship between rock damage and radon exhalation for rock instability prediction. Using nuclear magnetic resonance and radon measurement, the characteristics of radon exhalation and its influence mechanism in sandstone under various stresses are investigated in this technical note. The results show that with the increase of stress level of sandstone, the radon exhalation rate shows a trend of decreasing first and then increasing. And the radon exhalation rate is the fastest after the sandstone is loaded to its peak intensity, which is 10.31 Bq/m2·h, 2.35 times higher than that in the initial state. The change of pore structure inside sandstone has a strong correlation with the radon exhalation rate, and the pore volume of micropores (<0.1 μm) plays an important role in the radon exhalation ability, which is closely related to the fractal dimension of micropore structure in sandstone after loading. The results of the study can serve as significant guidelines for predicting earthquakes and rock instability.