In the process of coal mining, the canopy and column play an important role in the safety support of hydraulic support. However, due to the complex and changeable coal seam conditions, the hydraulic support is significantly affected by the impact load. This paper aims to reveal the dynamic characteristics of canopy and column under impact load. Firstly, the dynamic model of hydraulic support is established, and the impact response of each hinge point of the canopy is analyzed. Secondly, based on the fluid–structure interaction (FSI) theory, the two-way FSI model of the column is established, and the structural change of the column and the flow field characteristics in the cylinder under the impact load are analyzed. The results show that the front column hinge is more prone to impact failure under impact load. The impact load has a significant impact on the two-level cylinder, the pressure in the cylinder increases, and an eddy current occurs on both sides of the bottom of the cylinder. The research results can provide references for the structural optimization of the hydraulic support with anti-impact load and the strength design of the column.