Determining the physical and mechanical behavior of sedimentary rocks is one of the most common challenges in deep rock mass engineering. Experiments were conducted to study the physical and mechanical properties of coal measure mudstone with scanning electron microscope, xrays diffraction and uniaxial compression testing. The results show that temperature has a significant effect on the physical and mechanical properties of coal measure mudstone. The presence of clay minerals in the evaluated mudstone contributes to the unique characteristics seen at high temperature. The mudstone experiences obvious color changes on the surface as temperature rises. This is mostly attributed to the iron-bearing clay minerals. Internal color change is caused by thermal decomposition of kerogen associated with the clay minerals. As the major clay mineral in mudstone, kaolinite undergoes significant phase changes at high temperatures, which leads to changes in mechanical properties. From 25℃ to 200℃, due to the evaporation of absorbed water from the clay minerals, the strength of the mudstone increases significantly. As the temperature continues to rise beyond this, water evaporation continues and the rock strength increases gradually from 200℃ to 400℃. When the temperature reaches 400℃, this mudstone was strengthened as a result of decomposition of the kaolinite and thermal expansion of crystalline minerals. Above 600℃, dehydration of the clay minerals ends while thermal cracking initiates gradually, which results in decreasing strength.