The spalling of deep-buried medium hard coal wall often presents obvious time-lag characteristics. In order to analyze deformation and failure features of coal, uniaxial compressive and step loading tests are carried out on coal samples using a testing system RMT-150B. Experimental results indicate that the pre-peak stress-strain curves of two loading modes are similar, but the post-peak stress drops gradually under uniaxial compression. There is no obvious peak when final level stress is higher than yield strength of coal samples, then a yielded platform appears and the post-peak stress-strain curve has a rapid drop. Mechanical parameters obtained by uniaxial compression tests are significantly higher than that obtained by step loading tests. It is shown there are time-lag characteristics, but the axial and circumferential deformations of coal samples have no obvious characteristics when the loading stress ratio is lower than 70%. Although the axial stress force is a constant value, the axial and circumferential deformations increase gradually when the loading stress ratio is higher than 70%. The circumferential strain is far greater than the axial strain, and the volume also increases. Coal samples absorb energy, and then new microcracks are evolved, developed and assembled, which thus results in gradually damaged internal structure. The higher the step loading stress level is, the shorter the time of delayed damage is and vice versa. Therefore, the stress-strain relationships of coal samples present obvious time-lag characteristics. The failure of coal is relatively simple under uniaxial compression, which has obvious tensile-shear fracture plane. However, the coal is broken completely under step loading, the failure is complex and circumferential expansion feature is obvious. It is similar to the time-lag characteristic of coal wall spalling in the working face. The research results provide some references for the control of coal wall time delay in the mining face.