As a kind of non-coal pillar roadway support technique, gob-side entry retaining is of great significance to improve the production efficiency of a fully mechanized working face. However, the construction of the roadway is often subject to the surrounding rock conditions, the application is mainly concentrated in the nearly horizontal and gently inclined coal seam conditions, and the application in the steeply inclined coal seam conditions is relatively less. This paper is based on the gob-side entry retaining roadway construction of the 58# upper right 3# working face in the fifth district of Xinqiang Coal Mine, and describes the investigation in which we measured the advanced abutment stress, mining stress, and roof stress and analyzed the moving rule of roof. On this basis, in this work, we determined the filling parameters and process and investigated the filling effect from the perspective of the deformation of the filling body and the surrounding rock. The results show that the influence range of the advanced abutment stress in the working face is about 20~25 m, the stress in the upper part is intense, and stress in the middle and lower parts are relaxed. The setting load, the cycle-end resistance, and the time-weighted mean resistance at the upper end of working face along the direction of length are the largest, followed by the middle part, and the lower end is the minimum. When exploiting the steep inclined coal seam, the upper part of the working face is more active than the lower part, and the damaging range of overlaying strata is mainly in the upper part of the goaf. With this research, we established the filling mining process in steeply inclined coal seams and determined the relevant parameters. The gangue cement mortar filling can ensure the deformation of the filling body, the surrounding rock of the roadway is small in the process of roadway retention, and the stress of the filling body is also small, which ensure the successful retention of the roadway. This study verifies the possibility of repair-less exploitation and provides a reference for the popularization and application of the gob-side entry retaining technique in steep inclined coal seam.