Studying the true triaxial deformation characteristics and progressive damage behavior of sandstone is of great significance for the stability control of roadways. Both the conventional triaxial test (CTT) and the true triaxial compression test (TTT) were conducted for sandstone to investigate its deformation characteristics and the variation laws of volume strain during the progressive damage process under different confining pressures. The conducted experiments showed that both the axial and lateral strains of the rock prior to failure under CTT conditions increased with increasing confining pressure. However, with increasing intermediate principal stress (σ₂) under TTT conditions, both the axial strain, and the lateral strain (ε₂) gradually decreased, and the lateral strain (ε₃, expansion) first slow down and then accelerated. Moreover, the anisotropic characteristics first gradually weakened and then enhanced. The variation of the volume strain increment and the volume strain rate of rock combined with the acoustic emission activity and a three-dimensional rock theoretical model with microcrack defects were analyzed in detail. During the stable crack growth stage III, the volume strain increment and volume strain rate increased with increasing confining pressure under CTT conditions, while they decrease after the initial increase with increasing σ₂ under TTT conditions. During the unstable crack growth stage IV, the volume strain increment increased sharply, while the volume strain rate gradually slowed down with increasing confining pressure under CTT conditions. The internal cracks of the rock were gradually suppressed and the lateral expansion was gradually constrained. The volume strain increment first increased followed by a decrease, and the volume strain rate gradually slowed down after a noticeable acceleration with increasing σ₂ under TTT conditions. The internal micro-cracks gradually evolved from inhibition (in the planes parallel to plane 1–2 and plane 2–3) to accelerated expansion (the planes along the σ₂ direction), and the lateral deformation first weakened and then strengthened.