The roadway in front of newly excavated unsupported areas or mine working face is more susceptible to mining disturbance, and shows the typical stress characteristics that the load increases sharply in the vertical direction and decreases rapidly in the radial direction, which is more likely to lose its stability and induces rockburst accidents. Studying the mechanical characteristics of gas-bearing coal under mining unloading and the accompanying AE signal distribution in depth is the basis for revealing the mechanism of rockburst in deep high gas coal seams and forming a scientific and effective early-warning system. In this paper, the gas-bearing coal loading experiment is carried out under the vertical loading-radial single-sided unloading path, and the AE signals that occur throughout the process are monitored, the influence of unloading rate and gas pressure on the mechanical properties of coal and the law of AE signals are analyzed, and the statistical fractal theory is introduced to carry out the screening statistics of coal fragments distribution, which is based on the physical experimental results by using a true triaxial test system self-developed for gas-bearing coal. The results show that the stress-strain relationship of gas-bearing coal under the single-side unloading path has a typical characteristic of three stages, that is, elasticity, nonlinear growth and softening. There is a lower strength and strain at peak of coal, affected by a larger unloading rates and gas pressure, but an increasing modulus of stress reduction in the post-peak stage, while increasing the initial confining pressure has the opposite effect. There are typical multi-shear bands and layered blocks appearing alternately from the unloading surface to the interior, namely the “onion skin” failure forms of coal. The higher unloading rate is, the more penetrating cracks develop. The mylonitic powder in the shear zone decreases and the fragment size increases and the corresponding statistical fractal dimension decreases. Meanwhile, there are obvious plastic properties of coal and a larger fractal dimension, with the higher initial circumferential pressure and gas pressure increase. More plastic characteristics of coal is shown for the three-dimensional stress state and the existence of gas, and the AE signal as a dense and continuous pulse fluctuation accompanies appearance, and there is a clear signal spike with the appearance of the highest pulse signal in the progressive failure process formed by the one-sided unloading phase. The second high value signal is formed with the stress to the peak. As the unloading rate and gas pressure increase, the amplitude of the two signatures rises, and the maximum value signal emerges earlier, while the total amount of signal is steadily declining, the “step” increase in the cumulative amount of AE energy is becoming more and more apparent. There is more surplus energy in coal after failure with a higher beginning pressure, gas pressure, and unloading rate. In actual engineering, the radial stress quickly decreases as a result of high gas pressure and ground stress distributed in the surrounding rock of the newly excavated roadway or the support’s failure, resulting in progressive damage and the formation of discontinuous structures. This causes high static loads or burst disturbances, leading to overall structural failure, and dynamic disasters such as block ejection and tilting out, driven by surplus energy, are more likely to occur in the “energy-rich” parts of the surrounding rock.