The mechanical evolution of coal is evident when the pore pressure and the surrounding stress alone influence it. However, the evolution of the mechanical response of saturated coal under the coupling effect of pore pressure and confining pressure needs further investigation. This study identifies the mechanical behaviors of burst tendency dry and saturated coal under the stress condition where confining and pore pressure simultaneously increase but keep the constant difference by conducting a series of triaxial compressions on high burst tendency dry and saturated coal samples. The results show that the elastic modulus (E) and strength (σpeak) of dry coal increase from 3.4 to 4.8 GPa and 78.5 to 92.6 MPa, respectively, and the macro shear failure angle decreases from 64.2° to 56.5° when the confining pressure increases from 9 to 15 MPa. However, these parameters show the opposite evolution law when the pore pressure increases. Furthermore, the E and σpeak of saturated coal decrease from 3.84 to 2.75 GPa and 73.4 to 60.3 MPa, respectively, and the macro shear failure angle of saturated coal increases from 64.7° to 72.4° when the confining pressure and pore pressure increase simultaneously. The coefficient μ is proposed to reveal the evolution of strength at the effective confining pressure. Furthermore, the Mohr–Coulomb failure criterion, including μ, is ameliorated for application in coal under pore pressure conditions. In addition, a model was developed to reveal the effect of a pore-rich layer on the angle of macrocracks, which was confirmed by acoustic emission. The research reveals the mechanical behavior of coal under high pore pressure. Improved Mohr–Coulomb criterion criteria provide new guidance and vision for the analysis of coal instability in high pore pressure coal seams.