Uncertainties in the basic theory of shallow mining that continues to be used in deep mining result in frequent engineering disasters with deep characteristics. Thus, it is necessary to elucidate the mechanism of mechanical deformation and failure behavior of coal from shallow to deep depths. Coal samples from the same coal seam in the Pingdingshan mining area of Henan Province were obtained at depths of 300 m, 600 m, 700 m, 850 m, and 1050 m. Direct tensile tests were conducted on the coal samples obtained at different depths. The tensile strength exhibits as low decreasing trend with increasing depth, reaching a minimum at 1050 m. This variation trend is consistent with that of acoustic emission cumulative ring-down counts and the cumulative energy measured during tensile tests on coal samples obtained at different depths. These conclusions provide a reference for the differences between the mechanical behavior of shallow and deep coal, which has both theoretical and engineering significance.