With increasing mining depth, coal-gas compound dynamic disasters have become an important factor restricting mining safety. In the present study, conventional triaxial compression (CTC) tests were conducted on the gas-bearing coal, gas bearing coal-mudstone combination and gas bearing coal-sandstone combination using the RLW-500G triaxial experimental system. The gas bearing coal-sandstone combined samples were subjected to unloading tests, including unloading confining pressure (UCP) under constant axial tests and UCP-reloading axial stress (UCP-RAS) tests. In addition, the acoustic emission (AE) signals and permeabilities were measured simultaneously during the mechanical process. The experimental results indicate that the deformation of the coal-rock body is stronger under unloading conditions than in the CTC tests. Moreover, the damage of the coal rock combination body is more severe in the UCP-RAS tests than in the UCP tests. Under lower confining pressure, the AE cumulative counts and the energy are higher for the gas-bearing coal-rock body than the gas bearing coal body. As the confining pressure increases, the AE cumulative counts and the energy are lower for the gas-bearing coal-rock body than for the gas bearing coal body. The AE cumulative counts and the energy of the three specimens under different stress paths decrease with the increase in the confining pressure or with the decrease in the gas pressure. The AE cumulative counts and energy of the gas-bearing coal-rock body are highest for the UCP-RAS test, followed by the UCP test and the CTC test. This study provides some references for understanding the mechanisms of coal-gas compound dynamic disasters and the basis for an early warning system.