The invention discloses a high-density high-mechanical-strength anchoring agent for a coal mine. The anchoring agent is prepared from, by weight, 100 parts of main ingredients, 14-22 parts of curing agent, 25-45 parts of filler and 100-160 parts of distilled water; the main ingredients comprise, by weight, 100 parts of isophthalic unsaturated polyester, 10-20 parts of fumed silica, 3-7 parts of dimethyl-p-toluidine and 4-8 parts of dimethylaniline; the curing agent is prepared from, by weight, 100 parts of dibenzoyl peroxide, 5-10 parts of diethylene glycol and 6-10 parts of microcrystalline cellulose; the filler is prepared from, by weight, 20-35 parts of modified asphalt, 10-20 parts of calcined clay, 15-35 parts of calcium phosphate bone cement, 20-35 parts of clay, 20-40 parts of glass beads, 25-45 parts of sodium lignin sulfonate, 10-20 parts of talcum powder, 4-12 parts of sepiolite powder and 15-25 parts of wollastonite powder.