The stability of pillar goaf is affected by the composite structure composed of residual coal pillars and roof, it is necessary to study the instability characteristics of residual coal pillars–roof system. Double coal pillar–roof combined bodies were constructed based on single coal pillar–roof combined body to characterize coal pillars–roof system in this paper. Through particle flow code (PFC), the instability modes of single combined body and double combined bodies with different combinations under uniaxial compression were studied from a mesoscopic perspective. With that, the instability criterions of double combined bodies were analyzed theoretically. The results show that the damage of single combined body and double combined bodies both have domino—type characteristics. During the single combined body is compressed, coal is broken firstly and induces rock damage. Meanwhile, the rock damage aggravates the destruction of coal in turn. Finally, the overall body loses bearing capacity based upon domino effect. During the double combined bodies with same mechanical properties are compressed, the component bodies bear the external load evenly and deform harmoniously. During the double bodies with different mechanical properties are compressed, the low-strength component body is destroyed and reaches its bearing limit firstly. Synchronously, the whole system reaches the bearing peak. Thereafter, the external load originally borne by low-strength body gradually transfers to high-strength body. The high-strength body also reaches the bearing limit over time, and the second bearing peak appears synchronously for the whole system. The instability of a single coal pillar is the initial cause of the instability of the whole coal pillars–roof system. The instability of any single component body can be regarded as the overall instability criterion for double bodies with same properties, while the instability of the single component body with high strength should be regarded as the instability criterion for double bodies with different properties.