Rock brittleness is a crucial mechanical property and essential for fracability evaluation and fracturing scheme design in unconventional reservoirs. However, the influence of inherent anisotropy on deep laminated sandstone’s mechanical properties and brittleness characteristics is rarely investigated. The energy transformation and damage evolution reflected by complete stress-strain curves are analyzed during the entire process of rock rupture under compressions. A new brittleness index is established based on energy evolution during sandstone failure. Its advantages involve comprehensively considering the energy transformation characteristics at both pre-peak and post-peak stages and the capability to characterize the effect of confining pressure and bedding plane (BP) geometry on sandstone brittleness. The triaxial compression tests on sandstones are conducted to validate the reliability and accuracy of the new brittleness index. Numerical simulations are then performed to further investigate the manner in which BP angle, BP density, and confining pressure control the brittleness anisotropy of deep laminated sandstones based on the finite element method. Then the acoustic emission (AE) characteristics of anisotropic sandstone and correlations between AE mode and brittleness index are discussed. The results indicated that the anisotropy of mechanical properties and brittleness of deep laminated sandstones were significantly affected by BP angle, BP density, and confining pressure. With the increase of BP angle, the brittleness index of deep laminated sandstone decreases first and then increases, showing a U-shape variation law, whose maximum and minimum values are obtained at φ =0° and φ =45°, respectively. The AE characteristics were closely related to rock brittleness, which was jointly controlled by BP geometry and confining pressure. The results provide a basis for the brittleness and fracability evaluation and optimum hydraulic fracturing design in deep laminated sandstones.