In this work, the failure mechanism of rock under ultra-high strain rate was explored through a full 3D numerical modelling of the light gas gun test of a marble. The actual stress signals of two stress gauges in the marble specimen were adopted as the matching target of the numerical simulation. Our results indicate that rather than mesoscopic shear or tensile failure, the mesoscopic hydro-compressive failure should be the main failure mechanism of the marble under shock compressive loading. Moreover, we found that to reproduce reasonable experimental data of the marble under different impact velocities, it is necessary to use a mesoscopic rate dependent failure model which takes the time non-local effect into account. Finally, through a further numerical gas gun tests of virtual rock specimens with various porosities, it is revealed that the larger the porosity of the rock, the less dynamic strength and dynamic effect under shock compressive loading.