Triaxial cyclic compression tests with different confining pressures were conducted to explore the energy distribution characteristics of rock and their responses to confining pressure. The pre-peak input strain energy, pre-peak elastic strain energy, and pre-peak dissipated strain energy at different stress levels were computed based on the resultant stress-strain curves. The results indicated that under different confining pressures, both the pre-peak elastic strain energy and pre-peak dissipated strain energy were linearly related to the pre-peak input strain energy, and thus the linear energy storage and dissipation laws in triaxial cyclic compression were confirmed. The energy storage coefficient in triaxial compression of the rock was positively correlated with the confining pressure, whereas the corresponding energy dissipation coefficient exhibited an opposite correlation. Using the linear energy storage law, the peak elastic strain energy and peak dissipated strain energy of rock in triaxial compression were deduced. Furthermore, the damage evolution characteristics of rock under different confining pressures were analysed by considering the linear energy dissipation law.