The analysis of time-domain characteristics of acoustic emission (AE) and electromagnetic radiation (EMR) signals in process of rock failure under load mostly draws qualitative conclusions from amplitude, ringing count, energy and other parameters, without directly giving time-domain correlation of AE and EMR signals, and parameters used in frequency-domain characteristics analysis of AE and EMR signals are relatively simple. In view of the above problems, monitoring experiment of AE and EMR signals of rock samples under uniaxial compression was carried out, and time-frequency characteristics of AE and EMR signals in different stages of rock failure under load were analyzed. The results show that: ① In compressionstage and elastic stage, amplitude of AE and EMR signals is basically zero. In accelerated failure stage, amplitude of AE and EMR signals increases gradually and the number of signals increases gradually. In stage of complete failure, amplitude of AE and EMR signals increases and decreases almost at the same time. When load reaches the peak value, amplitude of AE and EMR signals reaches the maximum at the same time. Amplitude of AE signal is larger than that of EMR signal in the whole process of failure under load. ② In accelerated failure stage, AE and EMR signals are significantly correlated. In stage of complete destruction, AE and EMR signals are highly correlated. In the whole process of failure underload, variation trend of AE and EMR signals with time is basically the same, and AE and EMR signals are highly correlated in time-domain. ③ In accelerated failure stage and complete failure stage, EMR signals are mainly low frequency and very low frequency signals. Compared with EMR signal, AE signal has wider frequency band and larger amplitude of main frequency. Main frequency concentration range of AE and EMR signals is similar but not completely consistent. Amplitude of main frequency of AE and EMR signals in complete failure stage is larger than that in accelerated failure stage.