Natural gas hydrate (NGH) is a promising clean energy with the characteristics of high density and considerable reserves. To avoid geo-hazards induced by the exploitation of gas hydrates, it is essential to study the mechanical properties of hydrate-bearing sediments (HBS). Because the hydrate cementation has a great influence on the mechanical behavior of HBS, this paper aims to study the mechanical behavior of cemented HBS by using the discrete element method (DEM) and reveal the cementation effect on mechanical properties by comparing the simulation results obtained by two cementation patterns. A series of numerical biaxial compression tests under different confining pressure are carried out on HBS specimens with various hydrate saturation. The stress–strain curves, strength, and stiffness of numerical specimens are obtained by simulation tests. The results show the cementation effect contributes to improving the strength and stiffness of HBS but the presence of hydrates mainly enhances stiffness. In addition, the mechanical behavior of HBS is investigated at the particle scale. For example, the increasing confining pressure and hydrate cementation can limit the slip and rearrangement of sand particles, which induce the strengthened strength of HBS. The shear band formation and development are related to cementation failure.