Coal contains cracks and has strong heterogeneity, so the data dispersion is large in laboratory tests. In this study, 3D printing technology is used to simulate hard rock and coal, and the rock mechanics test method is used to carry out the coal–rock combination experiment. The deformation characteristics and failure modes of the combination are analyzed and compared with the relevant parameters of the single body. The results show that the uniaxial compressive strength of the composite sample is inversely proportional to the thickness of the weak body and directly proportional to the thickness of the strong body. The Protodyakonov model or ASTM model can be used as a verification method for the results of a uniaxial compressive strength test of coal–rock combination. The elastic modulus of the combination is the equivalent elastic modulus, and the elastic modulus of the combination is between the elastic modulus of the two constituent monomers, which can be analyzed using the Reuss model. The failure of the composite sample occurs in the low-strength material, while the high-strength section is rebounding as an extra load on the low-strength body, which may cause a sharp increase in the strain rate of the weak body. The main failure mode of the sample with a small height–diameter ratio is splitting, and the failure mode of the sample with a large height–diameter ratio is shear fracturing. When the height–diameter ratio is not greater than 1, it shows pure splitting, and when the height–diameter ratio is 1~2, it shows a mixed mode of splitting and shear fracture. The shape has a significant effect on the uniaxial compressive strength of the composite specimen. For the impact propensity, it can be determined that the uniaxial compressive strength of the combination is higher than that of the single body, and the dynamic failure time is lower than that of the single body. It can hardly determine the elastic energy and the impact energy of the composite with the relationship to the weak body. The proposed methodology provides new cutting-edge test technologies in the study of coal and coal-like materials, with an exploration of their mechanical properties under compression.