When faced with multi‐seam mining, some coal pillars are left to support the overlying strata when mining the lower seam, where stress concentration usually occurs. When the working face in the lower seam advances to the area influenced by these coal pillars, high ground pressure behavior occurs. Furthermore, the instability of coal pillars under the participation of the roof may induce rock burst, which threaten the safe production of coal mine. To study the roof strata movement and coal pillar instability in multi‐seam mining, a coal mine in Datong was taken as an example. Firstly, the bursting liability of coal and rock stratum was tested. The test results show that the 7#, 8#, and 11# coal seams in the mining area all have strong bursting liability. And the roof was dominated by siltstone and firestone, which also have strong bursting liability. Then, based on the geological conditions of the coal mine, we investigated roof movement and instability of the coal pillar during multi‐seam mining through physical simulation. The simulation results indicate that multi‐seam mining aggravates the roof damage, which leads to the increase in the fracture range of overlying strata, and that the failure height increases from 46 to 121 m. In addition, the detailed distribution of stress on residual coal pillars and its influence on the lower working face were studied through numerical simulation. The results show that, when the working face 8707 of the 8# coal seam advances to a horizontal distance of 20 m from the coal pillar, it enters the influence zone. As the working face advances beneath the coal pillar, the stress reached to 24 MPa. Moreover, when the working face passes by the coal pillar, the coal pillar is cutoff, thus affecting the working face.