Roadway excavation and mining underground coal mine is a process of unloading confining pressure. Compared with the conventional triaxial compression test, the coal rock showed different mechanical properties during unloading confining pressure. Based on two kinds of stress paths the conventional triaxial and unloading confining pressure tests, it is found that both the conventional triaxial or unloading confining pressure test, the coal sample caused by high confining pressure are greater strain and more intense failure. In the case of the same initial confining pressure, compared with the conventional triaxial test, unloading confining pressure tests peak secant modulus is smaller, secant Poisson’s ratio is larger; coal sample failure more intense when unloading confining pressure, the lateral strain is larger, and the axial strain but little difference. By unloading confining pressure effect coefficient analysis, it is found that the higher the initial confining pressure and the greater the rate of unloading confining pressure, the unloading confining pressure effect coefficient of coal sample is smaller, the more easily failure of coal sample, the secant modulus under high confining pressure decrease is consistent. Conventional triaxial and unloading confining pressure test failure process of energy change of anthracite analysis show that: the faster the rate of unloading confining pressure, the limit stored energy of coal samples is smaller, more easily instability and failure to verify the unloading confining pressure effect coefficient analysis results. In high confining pressure, coal sample failure requires more energy under conventional triaxial tests and unloading confining pressure test, reveal that higher confining pressure of coal sample, the stronger failure.