To explore the fracture mechanism of surrounding rock for thermal‐mechanical coupling in deep mining, the theoretical solution of the internal temperature and stress evolution of the underground chamber cold boundary subjected to cold impact was obtained by thermoelastic theory. The conduction law of temperature and the evolution characteristics of stress were studied by theoretical formulas, and the influence of the convective heat transfer coefficient on the rate of tensile stress reduction was analyzed. The results show that the theoretical solution is in good agreement with the field measured value, which proves that the theoretical calculation method adopted in this paper is reliable and accurate. When the surface of the underground chamber is impacted by the change of temperature, the cold boundary temperature drops sharply at first, then gradually slows down, and finally reaches the same temperature as the air; the tensile stress decreases sharply from the initial high‐stress value, then gradually decreases, and finally tends to be stable. The effects of different convective heat transfer coefficients on the change of temperature resistance of rocks were considered by numerical simulation. The numerical simulation results show that increasing the convective heat transfer coefficient not only increases the tensile stress of the heat transfer boundary but also increases the possibility of cracks, which makes the rock easier to crack. Based on the research results, we introduced the thermal‐mechanical coupling disturbance range coefficient β = L/2D (β = 6–8) and proposed that the convective heat transfer coefficient is the reference index of the deep mining support structure, which can provide a theoretical basis and technical support for the selection of support materials.