Unveiling the mechanical properties and damage mechanism of the complex composite structure, comprising backfill and surrounding rock, is crucial for ensuring the safe development of the downward-approach backfill mining method. This work conducts biaxial compression tests on backfill–rock under various loading conditions. The damage process is analyzed using DIC and acoustic emission (AE) techniques, while the distribution of AE events at different loading stages is explored. Additionally, the dominant failure forms of specimens are studied through multifractal analysis. The damage evolution law of backfill–rock combinations is elucidated. The results indicate that DIC and AE provide consistent descriptions of specimen damage, and the damage evolution of backfill–rock composite specimens varies notably under different loading conditions, offering valuable insights for engineering site safety protection.