With changes in mining depth, the dynamic mechanical characteristics of the same type of rock also change, so that the blasting excavation process must be constantly adjusted and optimized to meet the requirements of safe and efficient mining. To study the energy evolution law and fractal characteristics of deep marble during the destruction process, dynamic impact tests under different strain rates were carried out on a deep marble sample using the three-axis dynamic combination Hopkinson pressure bar system. The experimental results show that the larger the incident energy is, the more energy is transmitted. The proportion of absorbed energy does not increase with the increase in the incident energy. Only 30%–38% of the incident energy is absorbed by the impacted rock. With an increase in the strain rate, the energy consumption density gradually increases, the fragmentation degree is intensified, the fractal dimension gradually increases, and the failure mode changes from compression–shear failure to crushing failure.