The coupled effects of temperature difference and hydration on the mechanical properties and energy characteristics of shale are closely related to its load-bearing capacity and structural failure. The evolution of these characteristics is of great significance for the evaluation of deep wellbore stability and the optimization of deep geothermal energy development. Therefore, experiments were conducted to investigate the effects of different temperature difference and hydration durations on the mechanical properties and energy characteristics of shale. The evolutionary patterns of shale energy characteristics under coupled temperature difference-hydration effects were clarified, and a damage constitutive model was proposed from the perspective of energy. Main findings are as follows: (1) At the same hydration duration, with increasing temperature difference, the peak strength, elastic modulus, total energy, and elastic energy of shale decrease, while the proportion of dissipated energy exhibits the opposite trend, indicating thermal damage and structural deterioration. (2) At the same temperature difference, as the hydration duration increases, the peak strength, elastic modulus, total energy, and elastic energy of shale decrease, whereas the proportion of dissipated energy increases. (3) The influence of temperature difference on shale is greater than that of hydration duration. (4) A larger temperature difference or shorter hydration duration results in more pronounced brittle behavior of shale. (5) An energy-based damage constitutive model of shale under the coupled effects of temperature difference and hydration is proposed, which demonstrates high predictive accuracy and provides theoretical guidance for the prevention and control of wellbore instability during deep and ultra-deep drilling.