A deep understanding of the loading and unloading rate effect of rock mass mechanical response under mining stress path is an important basis for defining the optimal advancing rate of actual working face. Based on the initial crustal stress environment of Pingdingshan mining area, the evolution law of stress under the condition of protective layer mining with the depth of kilometer was analyzed quantitatively. The research on the mechanical behavior of coal and rock mass under different unloading rates was carried out, which was more in line with the real stress state. At the same time, the comparative analysis with the results of tests without considering the mining was carried out. The results showed that 1) In the conventional triaxial compression test, the strength of the sample was less affected by the unloading rate, and there was no obvious change at 1～4 MPa/min, and only when it reached 5 MPa/min, the strength increased significantly to about 115 MPa. 2) With the increase of unloading rate, the strength of coal and rock mass showed a trend of decreasing, rising and falling again. The strength of coal and rock mass reached the maximum under the unloading rate of 1 MPa/min and 4 MPa/min, and its peak stress was about 64 MPa, which was 12% higher than that of 3 MPa/min sample. 3) The micro cracks could be fully developed and expanded under low unloading rate, and the fracture density of the specimen decreased with the increase of unloading rate, and it was 1.61 times for 1 MPa/min and 5 MPa/min, respectively, and thus the gas drainage efficiency could be improved by properly reducing the mining speed. 4) The volume strain of coal and rock in the whole mining process at different mining speeds not only had the volume compression in the relative initial state, but also had the volume expansion in the failure stage, which could be regarded as the mining characteristics. This was obviously different from that in the relative initial state without considering the mining test, which was always volume compression under mining. The strength of coal and rock was obviously smaller, and the damage degree was greater. The research results can lay a theoretical foundation for similar geological conditions to carry out protective layer mining design.