Abstract: In view of the problems—such as wire slippage, stress concentration, and abrupt post-peak bearing capacity drop leading to support failure—caused by insufficient mechanical compatibility between metal mesh and combined components, a self-developed static loading test system for metal mesh was used to conduct compatibility tests on three types of metal mesh with different combined components. The support strength, stiffness, and deformation and failure modes of the three types of metal mesh under vertical loading were obtained. Five matching indices were proposed, and the matching relationship between metal mesh and bolt-support combined components was systematically analyzed. The stress distribution characteristics of the support system were further investigated using finite element numerical simulation software, thereby clarifying the matching relationship from the perspective of stress distribution. The results show that the load–displacement curves of the metal mesh support system exhibit three distinct stages: the initial load transfer stage displays a concave upward trend; the wire deformation stage shows approximately linear growth; and the structural failure stage is accompanied by fluctuations and a gradual decline in bearing capacity. Owing to their structural differences, various metal meshes exhibit significant differentiation in the rate and failure mode of each stage. The introduction of combined components markedly alters the threshold points and growth rates of each stage of the load–displacement curve. Bolt combined components significantly enhance the stiffness and bearing stability of the support system by constraining wire slippage and optimizing load transfer paths. Specifically, W-shaped steel strips provide better reinforcement for steel bar mesh and welded wire mesh than rebar beams, whereas diamond mesh relies more on the ductility compatibility of the combined components. The combined components also change the failure mode and location of the support system. By inhibiting direct contact between the metal mesh wires and the bearing plate, bolt-support combined components reduce shear stress by 40%–55%, shifting the failure location from the bearing plate to the bottom of the mesh bag, thereby significantly lowering the risk of post-peak failure. There is a clear correlation between surface protection width and deformation span. By reducing the deformation span (with a 30% increase in surface protection width), W-shaped steel strips improve support strength by 18%–28%; however, the edge connections of the steel strip must be optimized to avoid local shear stress concentration.