In underground metal mines that use sublevel or stage open-stope and backfilling mining methods (SSOBMMs), there is a special structure around which both sides of the rock pillar are wrapped by backfill. As a permanent part of an underground mine, how much can backfill improve the rock pillar’s compressive strength? What is the difference in the mechanical properties between the special structure and the signal rock? To explore these questions, a composite structure made of a cement-tailing backfill (CTB) and rock core (RC) was designed. Uniaxial and triaxial compressive strength tests and scanning electron microscope (SEM) were used to research the mechanical properties, failure process, failure characteristics, and microstructure characteristics of the cement-tailing backfill and rock core (CTB-RC) specimens. It was found that the full stress–strain curve of the CTB-RC specimen under triaxial compressive strength (TCS) test had two times the stress increases reaching a lower peak deviator stress two times after the RC was destroyed. The CTB can reduce the destruction and slow down the deformation speed of the inner rock cor (IRC). It can also prevent rigid slip of the IRC after it is damaged and maintain the stability and integrity of the overall structure. The findings of this study can provide some basic knowledge on the mechanical properties of the CTB-RB and provide theoretical guidance for the optimization direction of the width of the rock pillar and the room in mines using SSOBMMs.