Abstract: In the mining of deep coal seams, dynamic impact phenomena, such as coal’s ejection, occur from time to time due to sudden failure of supporting structures, such as tray deformation, metal mesh tearing, and pillar bending. It is of great scientific significance and engineering value to obtain the coal’s real mechanical response characteristics in this process for evaluating the risk of such disasters. Firstly, it is revealed that the mechanical relationship between the supporting structure and the coal is “unilateral pressure applying, unilateral plastic yielding, unilateral instantaneous unloading” in the process of supporting structure from the application, deformation to sudden failure. Then, a single-sided instantaneous unloading device with internal and external frames is developed considering the supporting performance and fracture characteristics of different materials’ bolts. A test method for the coal’s mechanical properties under single-sided instantaneous unloading is proposed, and the mechanical expression of the coal’s lateral load strength is obtained. Finally, typical high-stress coals are selected to carry out single-sided instantaneous unloading mechanical tests, and the influence of lateral loading stiffness and unilateral allowable deformation on the coal’s mechanical response, acoustic emission dynamic characteristics, and mutation energy evolution are investigated. The results show that the lateral loading stiffness can be quantitatively changed by changing the pressure plate’s wall thickness. When the lateral loading stiffness is increased from 0.68 GN/m to 2.51 GN/m, the coal’s peak strength, stress drop modulus, acoustic emission maximum energy, cumulative maximum energy, fractal dimension, mutation energy density, and mutation potential index increase by 21.81%, 349.16%, 68.27%, 93.09%, 5.48%, 101.38%, and 36.04%, respectively. The bolt material and the connection’s effective length are important factors affecting the unilateral allowable deformation. With the increase of unilateral allowable deformation from 0.71 mm to 2.18 mm, the coal’s residual strength, peak strain, and residual strain increase by 183.51%, 69.89%, and 62.04%, respectively, while the coal’s elastic modulus, fractal dimension, mutation energy density, and mutation potential index decrease by 55.56%, 8.33%, 86.34%, and 74.96%, respectively. The coal failure mainly occurs on the instantaneous unloading side, showing a typical splitting-tension failure, accompanied by a large number of flake fragments and a small amount of powder. Combined with the disaster process of such engineering phenomena, the supporting structure’s failure is an important prerequisite for the dynamic disaster occurrence. After the supporting structure’s sudden failure, the mutation energy accumulated inside the coal/rock drives the coal/rock to move toward the supporting structure’s failure surface. Based on this, a disaster risk pre-evaluation index M_p that can objectively reflect the real mechanical energy relationship between the supporting structure and the coal/rock is established. This index can be used as an important index to evaluate whether the supporting structure’s sudden failure will induce the coal/rock’s dynamic disaster in advance.