The focus of this study is to explore a scale-span thermal–mechanical coupling method for predicting the dynamic mechanical progressive failure behaviors and predicting thermal damage during the drilling process of Carbon Fiber Reinforced Plastic (CFRP). Initially, a thermal conduction constitutive model of drilling CFRP was developed based on the proposed thermal distribution ratio calculation method. Meanwhile, a dynamic span-scale progressive damage constitutive model for CFRP, incorporating modified micromechanics failure criterion with bilinear damage evolution laws, was proposed, and a bilinear cohesive model, including three damage modes, is employed to simulate interlaminar delamination. Subsequently, a user-defined material subroutine VUMAT was implemented on the ABAQUS/Explicit platform to simulate the thermal–mechanical coupling behaviors of drilling T700S-12K/YPH-23 CFRP using a twist drill bit. Finally, a comprehensive information monitoring platform for CFRP drilling experiments was established to validate the accuracy of the simulation results by considering drilling temperature, thrust force, and hole-wall morphology. The results demonstrate excellent agreement between the established thermal–mechanical coupling span-scale model and the experimental data. Furthermore, the simulation effectively captures the various damage behaviors and thermal conduction phenomenon, that occur during the intact drilling process.