In recent years, tunnel-boring machines (TBMs) have been widely applied in deep coal mining. Turning is an inevitable challenge in TBM tunneling, and a TBM turning roadway exhibits greater instability than a straight roadway, as engineering experience has indicated. This study aimed to explore the failure mechanism and evaluate the support performance of a deep-turning roadway. Several numerical models were established to investigate the deformation of the roadway, the stress distribution, and the failure zone of the surrounding rocks under different tunneling conditions. The results show that the tunneling depth influences the failure pattern of the turning roadway: deep tunneling with high in situ stress can cause asymmetric failure of the turning roadway, while shallow tunneling with low in situ stress does not. Moreover, the change in turning radius, namely the change in roadway geometry, does not influence the stability of the turning roadway. In addition, the support actions for both the straight and turning roadways do not differ significantly, and the amount of controlled deformation of the surrounding rocks is proportional to their natural deformation.