Abstract: Rock burst is a common disaster in deep rock masses in high in-situ stress conditions, and the determination of rock burst proneness is the key to effective prevention and control of rock burst disasters. Based on the Sanshandao Gold Mine engineering project, a research was conducted on the rock burst proneness of ultra-deep shafts. Meanwhile, by taking drill core samples as the objects, split tensile tests, uniaxial compression tests, and cyclic loading and unloading tests were carried out. The evaluation of rock burst proneness based on different indicators of lithology and surrounding rock conditions shows significant differences in each indicator. Additionally, further comprehensive research was conducted on multiple indicators of rock burst proneness, and the entropy weight−TOPSIS method was adopted for comprehensive evaluation of rock burst proneness. The results indicate that the rock burst level at a depth of 600 m is moderate, while at depths of 900 m, 1200 m, and 1500 m, it is strong. The prediction results are generally consistent with the records of rock bursts occurring at the construction site. Based on the special conditions facing ultra-deep shafts, a zoning and sequential support scheme was proposed, and an active anchoring support system was constructed to adjust and release the stress of the surrounding rock and reduce the damage degree caused by rock burst. The research results can provide useful reference for rock burst prediction, disaster early warning, and prevention technology of the surrounding rock of ultra-deep shafts.