To solve the difficult problems in the field of unconventional oil and gas extraction and hard rock excavation in urban underground spaces, this paper proposes a rock-breaking technique with high-temperature and high-pressure water under thermally driven conditions and establishes a coupled thermal-fluid-solid model with COMSOL Multiphysics (COMSOL Co., Ltd. Shanghai, China). Different simulation groups are established by controlling variables to explore the effects of the surrounding rock load, heat source power, and Biot coefficient on the damage evolution during thermally driven rock breaking. To make the results relevant to practical engineering, the damage evolution results under the maximum normal stress criterion, maximum normal strain criterion, and Coulomb-Navier damage criterion are considered, and a comparative analysis is performed. The results of this study show that an increase in unilateral load and heat source power accelerates the damage evolution rate, while an increase in bilateral load and Biot coefficient has the opposite effect. The damage evolution rate controlled by the maximum normal stress criterion is the fastest under general conditions. Finally, the advantages in rock breaking provided by the established method are verified by a comparison of results from the proposed model and a conventional hydraulic fracturing model.