During the drilling process in a horizontal well of a coal mine, with the increase of drilling depth, the drill string has complex collision contact with the well wall because of gravity, and the significant effect of resulting back pressure changes the dynamic characteristics of the drill string dramatically, which in turn affects the fatigue life of the drill string. In this work, based on the coupling dynamic analysis model of rock-drill bit-drill string-well wall, the longitudinal, lateral and torsional vibration characteristics of the drill string at different depths were investigated through finite element dynamic simulation, and the law of drilling process impact on the vibration characteristics of the drill string was analyzed. Our results show that as the drilling depth increased, the longitudinal bit jumping of the drill string assumed a flat, intense, and then flat again tendency, and the horizontal disturbance a small-scope creeping, large-range fluctuation, and then small-scope creeping again tendency. The proportion of violent whirling in the torsion direction increased first and then decreased. The relationship between the main dynamic indexes of drill string and drilling depth was nonlinear. Therefore, it is suggested that the dynamic analysis and optimization of the drill string system should include the entire drilling process, rather than a specific depth.