Using a stress-controlled dynamic permeability deformation test system, experiments were conducted on gap-graded cohesionless soil to investigate the suffusion behavior under confining pressures of 30, 60, and 90 kPa. The study explored the suffusion behavior of the soil and analyzed the variation characteristics of fine particle loss, volume change, and critical hydraulic gradient under different confining pressures. The results show that, at lower confining pressures, fine particles are more prone to being lost, leading to increased pore connectivity and a significant rise in seepage velocity. In contrast, higher confining pressures compress soil pores, reducing the continuity of flow paths and causing a significant decrease in the permeability coefficient. At low hydraulic gradients, seepage velocity exhibits nonlinear variations; however, as the hydraulic gradient increases, it gradually becomes linear, generally conforming to Darcy’s law. Increasing confining pressure raises the critical hydraulic gradient required to initiate suffusion, demonstrating a positive correlation between the confining pressure and critical hydraulic gradient. The effect of confining pressure on fine particle loss differs at various stages, but its overall impact on the total amount of fine particle loss is not significant. Under higher confining pressures, the soil particles bond more tightly, resulting in less deformation of the specimens. Under the confining pressure of 30 kPa, the volume change curve exhibits a distinct step-like pattern.