In the process of deep coal resource mining, the geological conditions at depth and the disturbance caused by mining will alter the mechanical properties and damage state of coal, thereby affecting the stability and safety of coal seam extraction. To accurately assess the mechanical response of deep coal, a series of triaxial loading experiments under temperature-stress coupling conditions were conducted. The mechanical behavior, damage evolution, and energy characteristics of coal under different temperature-stress interactions were investigated in depth. The influence of temperature on mechanical parameters such as elastic modulus and peak strength was explored, and the damage and failure process were analyzed from an energy perspective. Additionally, using acoustic emission monitoring technology, the evolution trend of acoustic emission signals of coal under cyclic loading and unloading was analyzed, and the impact of temperature on these signals was discussed. The results of this study indicate that as temperature increases, the acoustic emission ring count increases, and the mechanical properties of coal gradually weaken. Due to the growth of microcracks inside coal after the yield stage, both the dissipated energy density and the dissipation ratio significantly increase. The accumulated dissipated energy density of coal follows a power-law growth relationship with stress and strain, proving that the coal sample experiences more severe damage under high-stress and high-strain conditions. Furthermore, based on the systematic analysis of the evolution laws of energy density and energy consumption ratio, this study proposes an instability criterion for coal—an energy consumption ratio index—based on the energy perspective to predict coal failure. This result provides experimental support and theoretical guidance for the evaluation of the damage state and stability of deep coal seams.