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Many projects such as the underground gasification of coal seams and coal-bed methane mining (exploitation) widely involve the dynamic problems of coal measures sandstone achieved via thermal treatment. This study examines the dynamic mechanical properties of coal measures sandstone after thermal treatment by means of an MTS653 high-temperature furnace and Split Hopkinson pressure bar test system. Experimental results indicate that 500 °C is a transition point for the dynamic mechanical parameters of coal measures sandstone. The dynamic elastic modulus and peak strength increase linearly from 25 to 500 °C while the dynamic peak strain decreases linearly over the same temperature range. The dynamic elastic modulus and peak strength drop quickly from 500 to 800 °C, with a significant increase in the dynamic peak strain over the same temperature range. The rock mechanics are closely linked to material composition and mesoscopic structure. Analysis by X-ray diffraction and scanning electron microscopy indicate that the molecules inside the sandstone increase in density due to the thermal expansion of the material particles, which effectively improves the deformation resistance and carrying capacity of the sandstone and reduces the likelihood of axial deformation. With heat treatment that exceeds 500 °C, the dynamic mechanical properties rapidly weaken due to the decomposition of kaolinite; additionally, hot cracking of the mineral particles within the materials arises from coal sandstone internal porosity, and other defects gradually appear. [ABSTRACT FROM AUTHOR]