The engineering properties of sedimentary rocks have recently become an important topic in rock engineering due to the further development of engineering related to sedimentary rocks, underground coal mining, underground tunnelling and geothermal resource recovery applications. Due to the extensive depth of these operations, more hazards are occurring during construction, with tunnel slab fractures, exploratory cavity explosions, and tunnel rock bursts. The main reason for these subsurface rock hazards is that the engineering properties of the rock are not sufficiently understood for the contemporary expected future purposes of engineering applications underground. In different environments, the physical, mechanical, and mineralogical properties of the rock will change due to the mineralogical nature of the rock, and the environment in which it is generated. Therefore, a research focus on the engineering properties of sedimentary rocks is important for the safety and maintenance of subsurface applications. To date, a great deal of research has been carried out on the engineering properties of sedimentary rocks. It has been found that engineering properties such as compressive strength, Young’s modulus, tensile strength, and cohesion have some correlation with each other. Recent studies have found that the engineering properties of rocks are directly modified by their microstructural properties. Previous studies have highlighted that the same type of rock may have different engineering properties depending on the environment in which it was generated. Currently, the available literature on the rock properties of sedimentary rocks in Shanxi Province is limited to a few areas, mainly in the southwestern part of the mountain. This literature suggests that the mechanical properties of sedimentary rocks behave differently due to different geological and stress conditions, for the same rock type. In addition, the thermal behaviour of common rocks (sandstone, siltstone and coal) in south-east Shanxi Province has not been determined. A number of studies have been carried out to present some correlation equations for different sedimentary rocks, sandstone, siltstone and coal. However, not many have been conducted to predict correlations for common rocks in south-east Shanxi Province. A research gap is identified regarding the mineralogical composition and underlying properties of the same rock type. In addition, research gaps exist regarding some microstructural properties of rocks. There are also limited studies on the differences between experimental and digital image analysis results regarding porosity studies in rocks. The aim of this study is to investigate the engineering properties of common sedimentary rocks in south-east Shanxi Province and to establish the correlation between them. The physical and mechanical properties of the rocks were investigated by conducting point load tests, uniaxial compressive strength tests, Brazilian rupture tests, and shear strength test. These results were further investigated in X-ray diffraction (XRD), Thermogravimetry analysis (TGA), differential thermogravimetric (DTG), Scanning electron microscope (SEM) and digital image analysis for mineral composition and microstructure properties. It was found that the engineering properties of the sedimentary rocks in south-east Shanxi Province are influenced by their mineral composition as a result of the geological conditions. The sandstones and siltstones have similar compressive strengths, but differ significantly in point load test index and tensile strength. The coal differs significantly in mechanical properties from the sandstone and siltstone due to its mineralogical composition. The pore size distribution and porosity of sedimentary rocks can be obtained by digital image analysis, which offers significant economic advantages over traditional MIP experiments, with acceptable errors. The relationship between the engineering properties of the rocks is comprehensively estimated and multiple engineering properties of similar rocks can be predicted by predictive formulae, thus improving the safety of construction projects.