<p>The use of hydraulic jet drilling (HJD) technology to develop geothermal and unconventional natural gas resources often encounters bedded sandstone reservoirs. However, the borehole failure characteristics are not only significantly affected by geo-stress and bedding direction, but also by the dynamic impact of the self-rotating multi-nozzle water jets (SMWJ). Therefore, this article investigates the drilling characteristics and mechanisms of SMWJ in bedded sandstone under true triaxial stress conditions. The geometric shape and parameters of the borehole were extracted using CT scanning technology. The results indicate that under the influence of stress wave superposition effect and water wedge effect caused by the SMWJ, boreholes exhibit complex failure forms of tensile breakouts and compressive fracture along the bedding plane. The initiation of tensile cracks is the result of the stress waves self-superposition and inter-superposition, while the propagation of cracks is the result of the water wedge effect. The compression breakouts of the borehole are the result of the redistribution of triaxial stress field. Compared with the stress-free state, the maximum reductions in drillable depth, erosion depth, borehole diameter, and volume were 34.8%, 17.9%, 19.2%, and 75.2%, respectively. The research results have guiding significance for predicting the drilling morphology and failure mode of SMWJ in deep bedded sandstone reservoirs.</p>