There are normally pre-existing cracks that can be observed in the coal seam and immediate roof that influences the stability of the rib spalling and the movement law of overlying strata. In this study, comprehensive research methods (e.g., theory analysis, experimental tests and numerical simulations) were adopted to reveal the mechanical characteristics, acoustic emission behaviors and failure modes of a coal–mudstone combined body with a single prefabricated non-penetrating crack. The results show that the influence of the crack angle on the elastic modulus of the coal–mudstone combined body samples was limited. With the increase in the crack angle, the unconfined compressive strength of samples decreased first and then increased in a V-shaped trend. In addition, the minimum unconfined compressive strength could be observed at a crack angle of 45°. Moreover, the number of acoustic emissions significantly increased with the process of continuous loading. In addition, the stress reduction zone could be observed in both ends of the prefabricated cracks at the initial stage of loading. The high- and low-stress zones were transformed with the process of continuous loading. Under an unconfined compression test, the failure models of the coal body part in the samples were mainly caused by shear failure, and only a few cracks occurred in the upper tip of the prefabricated cracks of the mudstone part. Therefore, airfoil cracks could be observed in the samples due to the strength difference of the coal mass and mudstone.