To improve the efficiency and reduce costs of cemented-fill mining, we propose a continuous mining and continuous backfilling (CMCB) method based on the coal resources at the Yuxing mine in Inner Mongolia, China, and constructed a complete filling material transportation system. The new technology is suitable for cemented-fill mining of gently inclined coal seams. Numerical simulations were performed to investigate the dynamic migration law of surrounding rock stress using CMCB cemented-fill mining technology, and similar simulations were conducted to analyze the movement characteristics of the coal overburden. The results show that the coal pillars and filling body alternately bear and support each other during the CMCB process, which resolves the contradiction between mining and filling, achieves parallel mining and filling operations, and improves mining efficiency. The new mining mode exerts minimal disturbance to the overlying rock and effectively controls surface deformation. The engineering application of this technique is promising and provides theoretical guidance and technical support for safe and efficient mining of the same type of coal resources.