Adsorption of CO2 into the coal matrix causes significant alterations in coal's mechanical properties and this process may be further complicated by water + CO2 saturation. The aim of this study is therefore to investigate the hydro-mechanical property alterations of coal with various fluid saturations under in-situ stress conditions. A series of tri-axial strength tests coupled with acoustic emission (AE) analysis was conducted on high-rank coal subjected to CO2, water and water + CO2 saturations. Based on the experimental results, both the strength and Young's modulus (E) of coal reduced significantly after CO2 saturation, especially for supercritical CO2-saturated coal samples, as 18.73% reduction in strength and 18.12% reduction in E were observed compared to the dry samples. A Langmuir-type curve well fits the changes in strength and E with CO2 saturation pressure. Adsorption of water causes minor deteriorations in coal's mechanical properties, but this reduction intensifies considerably with the introduction of CO2, due to the enhanced dissolution of mineral matter and organic compounds in the CO2-acidified solvent environment. With the application of in-situ stress, alterations in the mechanical properties of coal due to fluid adsorption decrease significantly compared to the results of the corresponding uniaxial tests, because of the reduction in fluid saturation and the mechanical strengthening effect in a high stress environment. High-rank coal is expected to experience greater mechanical property deteriorations than low-rank coal due to its highly-developed cleat system. In addition, the AE signals captured in this study further explain the alterations in coal mechanical properties of coal due to fluid saturation.