In order to realize the comprehensive utilization of the underground space formed by gypsum mining, with the core goal of building an oil storage depot in the gypsum mine goaf, the designed rock infiltration loading device was used to prepare gypsum rock samples immersed in oil for 0, 15, and 30 days for rock mechanics experiments. The influence of oil immersion on the mechanical behavior of the gypsum ore rock mass was studied, and the damage evolution mechanism of gypsum ore rock was explored through statistical fitting and normalized quantitative evaluation. The results show that, with the increase in oil immersion time, the peak stress and elastic modulus of gypsum rock both tend to decrease, and the decrease degree of each parameter is smaller when the confining pressure is higher. The normalized expression of each parameter of gypsum ore and rock with the oil immersion time was established, the deterioration coefficient of each parameter was defined, and the influence law of the oil immersion time on each parameter was analyzed. With the increase in oil immersion time, the internal friction angle of gypsum ore rock exhibited an increasing trend, while the other parameters exhibited a decreasing trend. The oil immersion time had the greatest influence on the cohesion of gypsum ore rock, followed by peak stress, internal friction angle, and elastic modulus. Moreover, it was further demonstrated that high confining pressure conditions weaken the deterioration effect of oil immersion on gypsum rock, i.e., high confining pressure conditions are more conducive to crude oil storage. The research results herein provide theoretical support for the improvement of the theory of “treatment and utilization synergy” in gypsum mine goaf.