In order to study the dynamic characteristics of the rotor system and the vibration response characteristics of the casing for the rotor and stator rub of bearing co-cavity structure, a simplified rotor-casing impact dynamics model was established and solved by the Runge-Kutta method. Simulation results showed that when the rotor and stator were rubbed, the frequency doubling and combined frequency of the rotor appeared in the casing response spectrum. Meanwhile, the amplitude of frequency doubling component increased with the degree of rubbing. The bench experiment of this engine was carried out to verify the validity of the model and conclusion. And it was further verified that there was motion coupling between the two rotors in the bearing co-cavity engine with flexible stator parts by utilizing the rubbing data of a second-generation turboshaft engine experiment without this structure. This work may provide some theoretical basis of the vibration monitoring of the turboshaft engine, and it is also beneficial to the fault diagnosis in the future.