Recent advances in test and design and computational frameworks of the rock mechanics in mining engineering at great depth are reviewed. It is shown that the main differences for the characteristics of rock mass for deep mining compared with shallow mining are as follows: (1) mining environments, High ground stress, High earth temperature, High karst water pressure, and mining Disturbance (HHHD), (2) five transform features of mechanical characters, (3) four changes of coal mine types and, (4) six typical engineering hazards. With the detailed researches on the nonlinear mechanical characteristics of rock mass in deep mining engineering under complicated geological and mechanical environments, it is shown that the mechanical system is nonlinear for rock mass at depth, but is linear for that at shallow. The classical theory, methods and technology may be partly or most entirely invalid. Accordingly, it is very important to study the basic theory of rock mechanics in deep mining engineering.