China has abundant continental shale oil resources, and multiple shale oil exploration and development demonstration zones have been established, making it a key field for oil and gas exploration and development. However, drilling and fracturing treatment often encounter vertically interlaced and superimposed sandstone and shale reservoirs, which significantly affect the stability of the reservoir and the propagation of fractures. Therefore, it is of great significance to study the rock mechanics characteristics of sandstone-shale composite. Using the orthogonal experimental method for microscale parameter calibration, this study established the relationship between the macroscopic and microscopic parameters of sandstone-shale in the parallel bond model. The results of the orthogonal experimental scheme were analyzed using multi-factor variance analysis and linear regression analysis to determine the influence and ranking of each microscale parameter on the macroscopic parameters. Based on the results of uniaxial and triaxial compression experiments, the particle flow simulation of sandstone-shale composite rock samples was studied using the discrete element method. The study investigated the influence of the thickness ratio, combination form, and confining pressure of sandstone-shale on the mechanical properties of composite rock samples. The results showed that: (1) Under uniaxial loading conditions, for the combination form of sandstone on top and shale on the bottom (M-S type), the peak stress of the composite rock sample increased first and then decreased and then increased again with the increase of the thickness of sandstone; for the combination form of shale on top and sandstone on the bottom (S-M type), the peak stress of the composite sample decreased first and then increased and then decreased again with the increase of the thickness of shale. (2) After applying confining pressure, the compressive strength of the M-S type composite sample decreased with the increase of the thickness ratio of sandstone, while the compressive strength of the S-M type composite sample increased with the increase of the thickness ratio of shale as well as the compressive strength of the composite sample was lower than that of any complete rock sample. (3) Under uniaxial loading, the fracture mode of the composite sample was related to the combination form and the thickness ratio of different lithologies. For the M-S type sample, when the thickness ratio of sandstone was <30%, the sample was mainly fractured by tension, and when the thickness ratio of sandstone was >30%, it was mainly fractured by shear mode. For the S-M type sample, when the thickness ratio of shale was <70%, the sample had the most internal shear cracks, and when the thickness ratio of shale was >70%, it had the most tension cracks.