During the mining process of impact-prone coal seams, drilling pressure relief can reduce the impact propensity of the coal seam, but it also reduces the integrity and strength of the coal mass at the side of the roadway. Therefore, studying the mechanical properties and energy evolution rules of coal samples containing holes and filled structures has certain practical significance for achieving coordinated control of coal mine rockburst disasters and the stability of roadway surrounding rocks. To achieve this aim, seven types of burst-prone coal samples were prepared and subject to uniaxial compression experiments with the aid of a TAW-3000 electro-hydraulic servo testing machine. Besides, the stress–strain curves, acoustic emission signals, DIC strain fields and other data were collected during the experiments. Furthermore, the failure modes and energy evolutions of samples with varying drilled hole sizes and filling materials were analyzed. The results show that the indexes related to burst propensity of the drilled coal samples decline to some extent compared with those of the intact one, and the decline is positively corelated to the diameter of the drilled hole. After hole filling, the strain concentration degree around the drilled hole is lowered to a certain degree, and polyurethane filling has a more remarkable effect than cement filling. Meanwhile, hole filling can enhance the strength and deformation resistance of coal. Hole drilling can accelerate the release of accumulated elastic strain energy, turning the acoustic emission events from low-frequency and high-energy ones to high-frequency and low-energy ones, whereas hole filling can reduce the intensity of energy release. The experimental results and theoretical derivation demonstrate that hole filling promotes coal deformability and strength mainly by weakening stress concentration surrounding the drilled holes. Moreover, the fillings can achieve a better filling effect if their elastic modulus and Poisson’s ratio are closer to those of the coal body.