Given the roadway deformation and surrounding rock control in the process of thin coal seam mining, the coal-rock combination with inclination angles for 0°, 15°, 30°, 45°, and 60° was designed. The rock mechanic test machine was used to conduct a uniaxial compression test and a graded loading and unloading test on the coal-rock combination; the failure characteristics of the two were compared and analyzed. The stress–strain data obtained by the experiment is plotted by Origin software. On the basis of the obtained curve, energy density is integrated and the energy density data is fitted. The results show that ultimate compressive strength of coal-rock combination under uniaxial loading is higher than that under cyclic loading and unloading. The failure of uniaxial primary loading mainly presents a single shear failure mode, while the coal and rock mass present X-type shear failure mode under graded loading and unloading, which makes the coal body more break. From the energy density curve, it can be observed that with the increase of inclination angle, the ultimate compressive strength of the coal-rock combination decreases, and its input energy and elastic energy also decreases, and the dissipation dissipates faster. In the follow-up research process, the deformation characteristics of coal and rock mass with a large dip angle will continue to research roadway support stability. The adaptability of roadway support provides a reference for roadway support engineering of coal and rock with large dip angle, which has a specific reference value.