To study macro and micro characteristics of rock and their correlation in high temperature environment, uniaxial compression experiment is conducted to analyze macroscopic mechanical properties of sandstone samples after different temperature treatment, and AE source location technology is used to study corresponding microscopic evolution characteristics. Then, the correlation between macroscopic mechanical properties and microscopic evolution characteristics is discussed qualitatively, and their quantitative relationship is revealed further. The research results show that the brittleness of the sandstone sample experiences transform process of “first increasing and then decreasing” as treatment temperature increases from room temperature to 1000 °C and turning point is 400 °C, according to the change trend in peak stress, peak strain and fracture characteristics. Based on the variations of fractal dimension and microfracture type of AE events, it is evident that the microcrack system of the sandstone sample experiences the change process of “first simple and then complex” with an increase of treatment temperature. The reason for these variations is that treatment temperature can change microcrack system through the game process of thermal healing effect and thermal fracture effect, resulting in the difference of macroscopic mechanical properties. As treatment temperature increases from room temperature to 400 °C, thermal healing effect is always stronger than thermal fracture effect and the difference enlarges continuously. The microcrack system shrinks gradually, and the sandstone sample presents less properties of the microcrack system and its brittleness increase. As treatment temperature is above 400 °C, a continued increase in treatment temperature makes the difference between the two effects start to decreases until thermal fracture effect exceeds thermal healing effect, then their difference enlarges again. The microcrack system develops gradually, and the sandstone sample presents more properties of the microcrack system and its brittleness decrease. Further, according to data fitting analysis, it can be considered that thermal healing effect presents a linear correlation with treatment temperature during the game process and thermal fracture effect shows an nonlinear correlation with treatment temperature. The difference in the increase rate of these two effects results in nonlinear relationship between the microcrack system and treatment temperature. Then, the linear relationship between the microcrack system and macroscopic mechanical properties is reveal and quantitative relationship model between macroscopic mechanical properties and treatment temperature is established, which has good agreement with the experimental data. This research is helpful to know the correlation of macro and micro variations of the sandstone sample in high temperature environment. It possesses important guiding significance and reference value for ensuring stability of the surrounding rock in deep underground engineering.