In order to explore the influence of dip angles on the deformation and failure of a coal–rock combination, uniaxial compression experiments were carried out on a coal–rock combination with different dip angles, and the acoustic emissions (hereinafter referred to as AE) responses during loading were collected. Based on the damage mechanics theory and fractal theory, the fractal dimensions of different damage degrees were calculated. The results show that, with the increase in the inclination angle, the compressive strength and elastic modulus of the coal–rock combination gradually decreased, while the AE ringing count gradually increased first and then decreased. At the initial loading stage of the specimen, the greater the damage degree of the coal–rock combination under the same strain condition, the larger the value of its overall fractal dimension. The AE fractal dimension of the coal–rock combination increases gradually between 10% and 20% of the damage degree. It suddenly decreased between 50% and 60%, then increased slightly before gradually decreasing to the minimum between 80% and 100%. The sudden decrease in fractal dimension, a slight increase, and then a continuous decrease can be used as the precursor information for the instability and failure of the coal–rock combination.