To address the temperature cracking of concrete in frozen shaft linings in extra-thick alluvial layers in coal mines, a novel shaft lining structure of coal mines consisting of hybrid-fiber-reinforced concrete (HFRC) was developed. Using the Finite Element Method (FEM), a numerical simulation test of the HFRC shaft lining structure with four factors and three levels was carried out, and the mechanical characteristics of the shaft lining structure were obtained. The results show that under a uniform surface load, the maximum hoop stress position of the HFRC shaft lining presents a transition trend from the inside surface to the outside surface; the hoop strain of shaft lining concrete is always a compressive strain, and the inside surface is greater than the outside surface. The empirical formula for the ultimate capacity of this new type of shaft lining structure was obtained by fitting. Compared with the model test results, the maximum relative error of the calculated value is only 6.69%, which provides a certain reference value for designing this kind of shaft lining structure.