In order to better control the deformation and surface settlement of tunnel in sandy cobble stratum during mining construction, a assembled composite support structure that can be quickly constructed is proposed based on the bearing principle of concrete filled steel tube. Based on the model test, the bearing capacity of composite support structure under different buried depths and different strata conditions was studied by numerical simulation. The results show that: Compared with bolt-shotcrete support, the composite support structure can significantly improve the ground settlement, vault settlement, peripheral convergence and stress of the tunnel. The composite support structure shows good performance in controlling surface subsidence, vault subsidence, surrounding convergence, tunnel deformation rate and structural stress under 10 m, 15 m and 20 m buried depths, and there is no significant correlation between working performance and buried depth. The composite support structure has good effect in slightly dense, medium dense and dense sandy cobble stratum, and it can reduce the surface settlement by 51.22 % compared with bolting and shotcrete support in slightly dense stratum.