In grouting support projects, due to the small concealment of micro-fractures, the support effect often fails to meet design requirements. The percolation effect is a common factor that causes grouting failure, and the influence of grouting pressure on the percolation effect is very obvious. In this article, a design of a micro-fracture grouting experimental system is presented that can realize high-pressure grouting and then uses a variety of ultrafine cements to carry out high- and low-pressure grouting tests under different fracture opening conditions, thereby obtaining the grouting pressure and accumulated grouting weight during the grouting process. The results show that a combination of the grouting pressure curve and the cumulative grouting weight curve can determine whether the ultrafine cement will have a percolation effect. Increasing the grouting pressure can reduce the critical fracture opening value and also reduce the occurrence of the percolation effect. The research results provide a theoretical basis for the high-pressure grouting of micro-fracture rock masses and offer certain guiding significance for the design of high-pressure grouting support schemes.