Abstract: To enhance the load-bearing capacity and durability of mine shaft linings in highly mineralized aquifers, coarse aggregate ultra-high performance concrete (CA-UHPC) is investigated for application in deep shaft construction. Conventional C80 high-strength shaft lining concrete was used as a control, and a 20-month composite salt immersion test was conducted to simulate the erosion environment of deep vertical shafts. Using SEM, XRD, TGA, and MIP, combined with energy evolution analysis, the multi-scale deterioration mechanism of CA-UHPC under composite salt erosion was elucidated, and a piecewise damage constitutive model incorporating initial erosion damage was developed. The results show that the durability indices of both materials exhibit a two-stage evolution characterized by initial strengthening followed by subsequent deterioration. Compared with C80, CA-UHPC demonstrates a longer strengthening period, a delayed onset of degradation, and a significantly lower deterioration rate (38.5%–62.5% of C80). After 20 months of erosion, the compressive corrosion resistance coefficient and relative dynamic elastic modulus of CA-UHPC remain as high as 91.0% and 94.7%, respectively, indicating superior resistance to composite salt erosion. At the micro-scale, the deterioration of CA-UHPC undergoes a process of filling, expansion, and cracking. The continuous expansion of corrosion products induces micro-crack initiation and promotes pore interconnection, resulting in an increased volume fraction of harmful macropores and overall coarsening of the pore structure. Meanwhile, composite salt erosion alters the energy distribution during compression, weakens elastic energy storage capacity, and increases the risk of brittle failure. The proposed energy-based constitutive model accurately captures the stress–strain behavior under the coupled effects of erosion and loading, with improved fitting performance compared to conventional models. This study provides a theoretical basis for the engineering application of CA-UHPC in deep mine shaft linings.