In China’s northwest mining areas, shallow buried coal seams commonly feature double soft composite roof structures of mudstone and clay, resulting in poor roadway stabilization and proving challenging for effective roadway-surrounding rock (RSR) control. A mudstone–clay composite roof is particularly difficult to maintain due to the complex interactions between the soft rock layers and their sensitivity to moisture changes. Previous studies have investigated the properties of these soft rocks individually, but there is limited research on the behavior and control of double soft composite roofs. This study investigated the hydrophilic mineral composition and microstructure of mudstone and clay through X-ray diffraction (XRD) and scanning electron microscopy (SEM) experiments. Through an orthogonal experimental design, the influence of the clay layer thickness, number of layers, layer position, and relative moisture content on the stability of a mudstone–clay composite roof was studied. The results revealed the following: (1) Kaolinite, the primary hydrophilic component, constitutes a high proportion of clay, while both mudstone and clay exhibit abundant pores and cracks under SEM observation; (2) The relative moisture content emerged as the most significant factor affecting roadway deformation; and (3) A combined support of bolts, a short anchor cable, and a long anchor cable effectively controls RSR deformation in the case of a double soft composite roof. The methodology combining comprehensive material characterization and systematic parametric analysis can be extended to the study of other complex soft rock engineering problems, particularly those involving moisture-sensitive composite roof structures.