The study of the thermophysical properties of coal bed mudstone at high temperatures is important for the development of compartmentalized in-situ gasification of underground coal, geothermal mining, and other engineering applications. To this end, this study analyzes the changes in the compressive strength, mineral composition, and microstructure of coal-derived mudstone when exposed to high temperatures through the use of systematic tests such as uniaxial compression and wave velocity test as well as NMR, XRD, and SEM analyses. The influence of temperature on the compressive strength of mudstones was determined, and mechanisms governing the changes in the compressive strength and thermal damage in coal-based mudstone under high-temperature conditions were revealed. The results show that the compressive strength of coal-derived mudstone initially increases and then decreases with an increase in temperature. Between room temperature and 200℃, the mudstone is subjected to thermal expansion, the compactness of the sample is enhanced and the compressive strength is improved. Between 200–800℃, the porosity of the mudstone greatly increases greatly. In addition, the number of pores and the average pore size increases, and fractures in the mineral surfaces begin to open, expand, and interconnect, compressive strength began to deteriorate. Furthermore, the mineralogy of the mudstones changes under high-temperature conditions, primarily expressed in the decomposition of kaolinite and the formation of illite as the temperatures increase. In addition, quartz undergoes a polymorphic transition, resulting in changes to the angle between Si-O tetrahedra in quartz crystals change accompanied by significant volume expansion. In addition, the breaking of O-H bonds in kaolinite results in the collapse of its crystal structure, resulting in severe mineral damage and the deterioration of the compressive strength of the mudstone.