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For systematic explorations of the mechanical properties and damage evolution law of coal samples under cyclic loading, natural coal samples of No. 3 coal seam in a mine located in Shaanxi Province were considered as the research object. The RMT-150B rock mechanics test system was used to perform uniaxial compression and uniaxial cyclic loading–unloading tests with different stress levels, and the law of energy evolution during the damage and destruction process of coal masses was successfully obtained. The experimental results indicate that compared with uniaxial compression, the mechanical behavior of coal masses under cyclic loading–unloading shows obvious cyclic hysteresis. Cyclic loading exhibits a clear enhancement effect on the strength of coal masses, and the failure mode of coal samples is more severe. Before the stress peak stage of coal samples, their elastic modulus at different stress levels first increased with the cyclic index, and then gradually stabilized. The residual deformation exhibited a rapid decrease and then tended to a stable development trend. Higher loading stress is beneficial to restrain the axial deformation of coal samples. Before coal masses are broken, the total input energy, elastic energy, and dissipation energy increase with the axial stress. The input energy increases the fastest, as it increases exponentially. This is followed by the elastic energy density, which exhibits a linear energy storage law. The dissipation energy density increases slowly, which presents a U-shaped variation trend. At the cyclic stability state, the residual elastic energy ratio is between 68 and 70%, and the accumulation and dissipation of the elastic strain energy are in a dynamic equilibrium. With increasing axial stress, the damage evolution of coal samples varies from fast to slow. The critical value of the damage variable for the different stress levels is 0.68–0.86. The research gives the characteristics of coal masses damage evolution based on energy analysis under cyclic loading, and provides a theoretical reference for deep mining coal stability analysis and dynamic disaster prevention. Highlights: The mechanical behavior of coal masses under cyclic loading-unloading shows obvious cyclic hysteresis. Higher loading stress is beneficial to restrain the axial deformation of coal samples. Before the sample is broken, the input energy, elastic energy density, and dissipation energy density all increase with the increase of axial stress. Under different stress levels, the critical value of coal samples damage variable ranges from 0.68 to 0.86 under cyclic loading and unloading condition. [ABSTRACT FROM AUTHOR]