<p>Understanding rock mechanical behavior and fracture mechanisms under thermo-mechanical coupling is essential for ensuring the safety of deep underground engineering. Triaxial compression tests were conducted on argillaceous sandstone under coupled thermal–mechanical conditions. By integrating the Weibull distribution with damage-mechanics theory, a thermo-mechanically coupled damage constitutive model was developed, and cross-scale analyses were employed to characterize fracture evolution. The results show that increasing confining pressure promotes a brittle-to-ductile transition, whereas elevated temperature increases the critical confining pressure required for the transition. The proposed model accurately captures the effective stress–strain response. SEM and acoustic-emission observations indicate a transition from shear-dominated failure to a tensile–shear composite failure mode. A cross-scale interpretive framework for damage and fracturing under thermo-mechanical coupling is proposed, providing a theoretical basis for hazard assessment and mitigation in deep rock engineering.</p>