In the process of coal mining, coal and gas outburst is one of the most severe disasters, which is accompanied by the outbursts of CO2, CH4, N2, and other gases. Since the intensity of the outburst is affected by the adsorption characteristics of different gases, the study of the adsorption characteristics of multi-gas in the coal body is of great significance for the prevention and control of coal and gas dynamical outbursts in coal mining. In this paper, the self-developed adsorption-instantaneous pressure relief test system for gas-containing coal was used to study the damage characteristics of multi-gas in briquette adsorption-instantaneous pressure relief and to characterize coal adsorption expansion deformation and instantaneous pressure relief deformation quantitatively. The results showed that under the same temperature and pressure conditions, the adsorption expansion deformation capacities of different gases were in the order of CO2 > CH4 > N2. With the increasing pressure of pressure relief, the damage of the coal body tended to be more significant. Although the briquette exhibited isotropic mechanical properties, the process of adsorption expansion deformation was not completely consistent with the isotropy of deformation, in which the axial strain was slightly larger than the radial strain. Moreover, it was found that the adsorption equilibrium time was positively correlated with gas pressure and gas adsorption characteristics.