To clarify the influence of pulverized coal gradation on the cyclic damage behavior of grouted consolidated bodies, this study used cement-pulverized coal composites as the research object. Three pulverized coal contents (10%, 20%, and 30%) and three pulverized coal particle radii (300 μm, 75 μm, and 28 μm) were designed, and cyclic loading-unloading tests, damping-energy separation analysis, and PFC numerical simulations were performed. Based on an equivalent single-degree-of-freedom model, a damping-energy calculation method was established, and a modified damage factor considering the damping effect was proposed to distinguish damping energy consumption from damage energy consumption within the hysteretic dissipated energy. The results show that, when the pulverized coal particle radius decreases from 300 μm to 28 μm, the specimen density increases by 9.94%–12.24%, whereas slurry fluidity decreases by 28.26%–82.93%. This indicates that fine pulverized coal can improve the compactness of the consolidated body but reduces slurry workability. The uniaxial compressive strengths of specimens with different gradations range from 10.17 to 46.04 MPa, suggesting that 28 μm pulverized coal is beneficial for enhancing the load-bearing capacity of the specimen, whereas a pulverized coal content of 30% weakens the continuous cemented structure of the cement matrix. During cyclic loading, the total mechanical energy density, elastic energy density, and damping energy density all increase nonlinearly with the number of cycles. The modified damage factor is lower than the conventional energy-based damage factor, indicating that ignoring the damping effect overestimates the actual damage degree of the material. PFC moment-tensor analysis shows that specimen failure is dominated by tensile cracks, with tensile cracks accounting for 28.00%–39.00%, whereas shear cracks and compression-closure cracks account for 21.00%–30.00% and 21.00%–28.00%, respectively. The results indicate that pulverized coal gradation controls the cyclic damage evolution of grouted consolidated bodies by altering particle packing, interfacial friction, damping dissipation, and crack propagation. These findings provide a quantitative basis for evaluating the vibration resistance of coal-pillar grouted reinforcement under cyclic mining-induced loading.