To explore the dynamic mechanical characteristics of CRCB specimens, a separated Hopkinson pressure bar (SHPB) test device combined with ultra-high-speed camera system was used to carry out the impact compression test on CRCB specimens. The stress wave propagation, dynamic stress-strain relationship, dynamic evolution of cracks, energy dissipation law and failure characteristics of the coal-rock combined body in the case of stress waves entering coal from rock were compared and analyzed. The influence of the difference between the rock and the incident bar on the propagation of stress wave gradually weakens with the increase of the impact velocity. The strength stress and peak strain of the CRCB specimens have obvious strain-rate effects. Besides, with increased impact velocity, the incident energy increases linearly, the reflected energy proportion decreases linearly and the absorbed energy proportion change approximately as a power function. Under the same stress wave, as the strength of the rock increases, the failure degree of coal gradually increases, the broken particles gradually transition from massive to powder and the rock mode changes from splitting failure to shear failure. As a result, the average particle size of broken coal blocks decreases, and the fractal dimension of CRCB specimens increases gradually. The research results provide basic research for the control of surrounding rock of roadway under dynamic pressure.