With the wide application of the filling mining method, it is necessary to consider the influence of rock activity on the filling body, reflected in the laboratory, that is, the influence of loading rate. Therefore, to explore the response characteristics of loading rate on the mechanical and damage characteristics of aeolian sand paste filling body, DNS100 electronic universal testing machine and DS5-16B acoustic emission (AE) monitoring system were used to monitor the stress–strain changes and AE characteristic parameters changes of aeolian sand paste filling body during uniaxial compression, and the theoretical model of filling sample damage considering loading rate was established based on AE parameters. The experimental results show that: (1) With the increase in loading rate, the uniaxial compressive strength and elastic modulus of aeolian sand paste-like materials (ASPM) specimens are significantly improved. ASPM specimens have ductile failure characteristics, and the failure mode is unidirectional shear failure → tensile failure → bidirectional shear failure. (2) When the loading rate is low, the AE event points of ASPM specimens are more dispersed, and the large energy points are less. At high loading rates, the AE large energy events are more concentrated in the upper part, and the lower part is more distributed. (3) The proportion of the initial active stage is negatively correlated with the loading rate, and the proportion of the active stage is positively correlated with the loading rate. The total number of AE cumulative ringing decreases with the increase in loading rate. (4) Taking time as an intermediate variable, the coupling relationship between ASPM strain considering loading rate and the AE cumulative ringing count is constructed, and the damage and stress coupling model of ASPM specimen considering loading rate is further deduced. Comparing the theoretical model with the experimental results shows that the model can effectively reflect the damage evolution process of ASPM specimens during loading, especially at high loading rates. The research results have significant reference value for subsequent strength design of filling material, selection of laboratory loading rate and quality monitoring, and early warning of filling body in goaf.