In this study, the inclined sandstone specimen is introduced into cyclic loading tests to fulfill the coupled compression-shear loading state. 21 cyclic coupled compression-shear loading tests are conducted on inclined specimens under different loading conditions, including maximum stress levels ranging in 0.80, 0.85, 0.90 and 0.95, and amplitude levels varying in 0.40, 0.50, 0.60 and 0.70. Our testing results systematically revealed the influence of cyclic loading parameters on fatigue mechanical response of rocks under coupled compression-shear loading, regarding the deformation characteristics, energy evolution, damage variable and failure mechanism. Under higher maximum stress or cyclic amplitude, inclined rocks are characterized by larger elastic modulus and higher dissipated energy, resulting in less irreversible strain, faster damage accumulation and shorter fatigue life. Furthermore, a fatigue life prediction method is proposed based on the energy dissipation, and its reliability is verified by comparing with experimental results. In addition, the progressive cracking behavior of rocks is analyzed during the fatigue tests by virtue of digital image correlation technique. Under cyclic coupled compression-shear loading, rock specimens are featured by a prominent shear-dominated failure along its short diagonal direction combined with local tensile damage along the loading orientation.