The anti-punch drilling robot is a core piece of equipment used to realize unmanned drilling and pressure relief operations in underground coal mines. Adaptive drilling, conducted according to the coal rock properties encountered during drilling, is essential to improve the safety and efficiency of the pressure relief working face. This paper analyzed the composition of the anti-punch drilling robot drilling system and workflow of the drilling system and then calculated the optimal rotary speed and the optimal feed speed for different Platts hardness coefficients of the coal rock through the analysis of the drilling rod force. Based on the characteristics of the drilling electrohydraulic control system, a rotary adaptive controller based on a self-resistant control algorithm and a feed adaptive controller based on sliding mode variable structure control were designed. A joint simulation was carried out using AMESim 2020.1 and Simulink 2020b software to analyze the control performance of each controller. Finally, an experimental platform for the drilling robot electrohydraulic control system was constructed; different hardness coefficients of concrete specimens were used to simulate the hardness of the coal rock with different traits. Single coal rock hardness experiments and drilling experiments with sudden changes in coal rock hardness were carried out. The experimental results showed that the adaptive control strategy proposed in this paper satisfies the requirements of drilling system control.