To solve the problem that the macroscopic deformation and failure of coal–rock medium under external loads are easy to be observed while the internal stress transfer mode and path are unclear. Based on the discrete element idea, the numerical models for pure coal or rock samples and coal–rock combination samples with different lithologies and combination methods under concentrated force are established by PFC2D software. Then the influence of coal or rock strength and combination methods on the internal stress transfer law and distribution evolution characteristics of coal–rock medium are discussed from the perspectives of macroscopic stress and mesoscopic force chain, respectively. The results showed that under concentrated load, the macroscopic stress transfer paths within pure coal or rock samples and coal–rock combination samples are primarily in the form of ‘point source radiation’. However, when transferring between coal–rock interfaces, there is a certain interface effect. For pure coal or rock samples, differences in lithology does not change the transfer rules and macro distribution patterns of internal stress, but it can cause changes in internal unit transfer stress value and local area transfer direction. For coal–rock combination samples, the greater the difference in lithology between the two sides of the interface, the more likely the interface effect will occur. In addition, the internal stress transfer is also influenced by the relative stratigraphic relationships of coal and rock. When the stress is transferred from a higher-strength rock to a lower-strength coal mass, the interface effect will be more significant. However, regardless of the combination pattern, the locations where significant stress surges occur are always within the higher strength rock mass near the interface. The findings are helpful to understand the mechanical properties and failure mechanism of mining coal and rock mass, and provide a theoretical basis for the study of the mining-induced mechanical behavior of the floor under the action of the coal pillar.