Structural instability in underground engineering, especially in coal–rock structures, poses significant safety risks. Thus, the development of an accurate monitoring method for the health of coal–rock bodies is crucial. The focus of this work is on understanding energy evolution patterns in coal–rock bodies under complex conditions by using shear, splitting, and uniaxial compression tests. We examine the changes in energy parameters during various loading stages and the effects of various failure modes, resulting in an innovative energy dissipation-based health evaluation technique for coal. Key results show that coal bodies go through transitions between strain hardening and softening mechanisms during loading, indicated by fluctuations in elastic energy and dissipation energy density. For tensile failure, the energy profile of coal shows a pattern of “high dissipation and low accumulation” before peak stress. On the other hand, shear failure is described by “high accumulation and low dissipation” in energy trends. Different failure modes correlate with an accelerated increase in the dissipation energy before destabilization, and a significant positive correlation is present between the energy dissipation rate and the stress state of the coal samples. A novel mathematical and statistical approach is developed, establishing a dissipation energy anomaly index, W, which categorizes the structural health of coal into different danger levels. This method provides a quantitative standard for early warning systems and is adaptable for monitoring structural health in complex underground engineering environments, contributing to the development of structural health monitoring technology.