With the increase of mining depth, the effect of rock burst on coal mining is becoming more and more obvious and the rock burst mechanism becomes more and more complicated. Scholars from many countries had put forward different mechanisms, but no one gave a reasonable explanation to the mechanism of rock burst. In this paper, based on the energy theories, we studied the energy limit equilibrium (ELE) of coal mine rock burst. The coal seam with rock burst is divided into energy limit equilibrium zone (ELEZ) (A) and elastic zone (B); we also determined the position where the rock burst occurs, including the roof and floor of coal seams; in addition, we derived the limit width of ELEZ and the mathematic relationship between the limit width and occurrence mechanism of rock burst: the energy difference function (EDF), w(x) = wJ - wp because first-order derivative w(x), is less than 0. So EDF is a monotonically decreasing function. The graph of the energy difference function was also determined,through which we analysed the occurrence mechanism of rock burst.