The sealing capacity of wellbore annulus has to satisfy stricter requirements under complex working conditions, such as high-pressure injection fracturing of deep coalbed methane (CBM) well, multi-stage fracturing of horizontal well and CO2 geological sequestration. In order to explore the original appearance damage characteristics of set cement in CBM wells and the effects of the fracture mechanical properties of set cement on the failure of annulus sealing, this paper analyzed the downhole cementing situations of CBM wells in the Jincheng mining area of the Qinshui Basin on the basis of field observation. And the damage situations of the cement sheath in the wellbore annulus of CBM wells were basically figured out. Then, the Vickers hardness and fracture toughness tests were carried out on the original set cement samples of CBM wells by using the indentation method (IM). Finally, the change laws of hardness and fracture toughness under different loads were analyzed. And the following research results were obtained. First, the main wellbore sealing failure forms of CBM wells include the fluid channels which are generated by the cracking of the first and second interfaces of cement sheath and the high-angle vertical fractures and fault blocks which are formed by the brittle fracturing of cement sheath. Second, due to the high brittleness of set cement, the hardness decreases firstly and then increases with the increase of indenter load. And the high brittleness of existing cementing slurry systems is a key intrinsic factor leading to the sealing failure in the stages of perforation and fracturing. Third, the fracture toughness increases gradually with the increase of indenter load, and then maintains at 0.71 MPa·m1/2 in the late stage when the crack resistance is poorer. Fourth, radiation cracks are formed in set cement under the impact of perforating projectile. During the fracturing, the injection of high-pressure fluid leads to the instability and propagation of radiation cracks and the formation of vertical fracture channeling and fault blocks. It is concluded that high-toughness, impact-resistance composite cement can control the size of the radiation cracks in the stage of cementing, which is beneficial to preventing the annulus sealing failure of CBM wells.