Based on thermal–fluid–solid coupling law in coal and gas outburst, a multi-physical field numerical analysis model is built for the whole outburst process. The response laws of stress, gas pressure, temperature, and seepage in different areas and different time nodes around coal and rock mass in the coal and gas outburst under high stress condition are discussed. Research results show: Firstly, the stress response law of the coal and rock mass around the burst hole is initial vibration–sudden attenuation–late stability. Secondly, the gas pressure response law in different areas is that the gas pressure response rate decreases gradually with the increase of the distance from the outburst. Thirdly, the adsorbed gas contained in the broken coal near the outburst port is desorbed rapidly and expands to do work, and the temperature changes dramatically after outburst occurs. In contrast, with the increase of stress, the proportion of elastic potential in total coal and gas outburst energy increases, and the proportion of elastic potential is positively correlated with stress. The critical gas pressure under the energy condition of coal and gas outburst decreases with the increase of stress. It illustrates that the lower gas pressure can also meet the energy condition of coal and gas outburst under high stress.