Abstract: Selecting typical coal samples and the Shimadzu AG - I250KN precision electronic universal material testing machine equipped ESG micro-seismic monitoring system, the characteristics of coal strength and deformation were analyzed under the loading mode. The frequency band energy and micro-seismic events were extracted by wavelet packet energy spectrum theory; the stress-strain curves of coal samples under shear as well as the characteristics of micro-seismic signals at four stages of the stress-strain curve were obtained. It is found out that micro-seismic signals seldom occur in the initial consolidation and the elastic stage, the frequency band energy is zero, no events produce; the micro-seismic activities instantly occur in the yielding stage, the frequency band energy increases until up to the peak at the end of the maximum compressive strength, a large number of events generate; the micro-seismic signals are rich, the normalization of frequency band energy reduces in the broken stage, the number of events is lower after arriving the peak. It shows that the frequency range of micro-seismic activities are mainly concentrated from 625 Hz to 1 000 Hz.