To control the roof during gob-side entry retaining by roof cutting in inclined coal seams, the retained gob-side roadway is zoned based on the mechanical principle and technological process of no-pillar mining with gob-entry retention. A simplified mechanical model for surrounding rocks in different subzones was established by using theoretical analysis and numerical simulation to attain the demand for the support resistance and deformation of the roof in different subzones. According to load and deformation characteristics of the roof and mechanical characteristics of NPR cables, single props, and a sliding-type gangue-retaining structure formed by U-shaped steel inserts, the supporting systems for roadways in different subzones and the constitutive model thereof were established. On this basis, the action of the supporting system was analysed and a field test was performed. The results show that the supporting system undergoes three stages of behaviour, i.e., pressure growth, yielding under constant pressure, and stabilisation during whole entry retention. It can guarantee the collaborative deformation of the supporting systems with the roof on the premise of constant support resistance, thus satisfying the requirement for roadway protection. The roadway 150 m back from the working face is stable, and the final convergence between the roof and floor of the retained entry is 257 mm, showing a favourable entry-retention effect.