Before the closure or abandonment of the mine, the remaining supporting coal pillars in the goaf were affected by surrounding working faces, overburden loads, and other factors, resulting in certain damage and destruction. After the closure or abandonment of the mine, once a pressurized water accumulation environment is formed in the goaf, it will exacerbate the deterioration of the support performance of the coal pillar, which can lead to its destruction and instability, causing sudden surface collapse and other disasters. In order to study the coupling deterioration of initial damage and pressure water immersion on the remaining supporting coal pillars in closed or abandoned mines, based on the self-developed coal rock pressure water immersion test device, five groups of uniaxial compression tests on the pressure water immersion coal samples with different initial damages were conducted. Combined with the XTDIC three-dimensional full field strain measurement system, scanning electron microscope and other systems, the characteristics of coal sample strength, deformation failure and energy evolution were analyzed. The changes in mineral composition and other aspects reveal the deterioration mechanism of mechanical properties of coal samples. The research results indicate that: ① Based on the theory of viscoelastic plastic deformation of coal and rock, the dissipated energy generated by cyclic loading and unloading is subdivided into plastic damage energy and damping energy. The initial damage amount of coal and rock cyclic loading and unloading is redefined, and the average initial damage amount of five sets of coal samples is calculated to be 0, 0.071, 0.114, 0.205, and 0.309, respectively; ② The uniaxial compressive strength and elastic modulus of pressure water immersed coal samples are negatively correlated with the initial damage amount, while the pre-peak plastic deformation is positively correlated with the initial damage amount. As the initial damage increases, the stress concentration phenomenon at the defects of the coal sample becomes more significant, forming multiple deformation localization bands. The displacement change rate fluctuates sharply, and the failure mode of the coal sample changes from tensile failure to tensile shear mixed failure, resulting in an increase in the degree of fragmentation; ③ Under the coupling effect of initial damage and pressure water immersion, the internal pores and microcracks of the coal sample initiate and develop, the bonding force between particles decreases, and the internal structure transits from dense to loose porous. At the same time, the macroscopic cracks of the coal sample develop and expand, weakening the physical bearing structure of the coal sample. This is the fundamental reason for the deterioration of its mechanical properties, corresponding to a decrease in the energy storage capacity of the coal sample and a decrease in the strength of the post-peak failure dynamic manifestation. The above research has important theoretical significance for understanding the long-term stability and failure instability of the supporting coal pillars left in closed or abandoned mines.