Hydraulic fracturing is a crucial technology for efficient heat extraction from hot dry rock (HDR). The fracturing process involves the injection of large volumes of cold fluids, which can significantly affect the petrophysical properties of the rock, particularly when temperature differences and fluid-rock interactions are taken into account. However, there is a lack of research on the evolution of HDR petrophysical properties under the influence of different fluids at high temperatures. In this paper, we utilized a high-temperature high-pressure tri-axial loading system, rock spontaneous imbibition instrument, porosity-permeability tester, and thermal conductivity meter, along with comprehensive analysis techniques such as ultrasonic wave velocity monitoring, CT scanning, and nuclear magnetic resonance (NMR), to systematically investigate the effects of distilled water and nano emulsion on the physical and mechanical properties of the HDR at high temperatures. Through comparison with the experimental results of dry samples, comprehensive characteristics of physical parameters for the HDR under the influence of distilled water and nano emulsion are obtained, such as spontaneous imbibition mass and permeability, thermal physical properties, and rock mechanical parameters. The experimental results show that temperature increase promotes the formation of massive thermal damage fractures in the HDR samples, and the fluid weakens the mechanical strength of the HDR. When the effects of temperature and saturated fluids are combined, the hydraulic fracture network in the HDR samples exhibits increased complexity, contrasting with the fracture patterns observed in the heat-treated dry samples. The distilled water has a more pronounced effect on weakening the mechanical strength of the samples than the nano emulsion. Moreover, the analyses of permeability, thermal conductivity, ultrasonic wave velocity, and NMR results are consistent with the results of mechanical experiments. As the temperature rises, the wave velocity of saturated distilled water samples exceeds that of both saturated nano emulsion samples and dry samples, the velocity of the saturated fluid front in the samples increases, and the range of the fluid in the pores expands. Overall, these findings provide valuable experimental evidence and theoretical guidance for better understanding the hydro-thermal-mechanical behaviors of the HDR, which are crucial for the efficient development and utilization of geothermal energy.