To reveal the formation and evolution mechanism of closed karst depressions, typical limestone and dolomite in Guizhou were selected as the research objects. Standard rock samples were subjected to a 706-day water immersion dissolution-mechanical test to determine the changes in rock mass loss, dissolution rate, and mechanical parameters. Water flow velocity was incorporated into the CFD-DEM fluid-solid coupling model to simulate hydraulic erosion，thereby reproducing the entire process of particle loss, surface subsidence, and evolution into closed depressions in the "original platform + underground karst river" system. The results show that the cumulative mass loss of carbonate rocks increases with time, and the evolution of dissolution rate generally presents a trend of continuous annual decline, seasonal intra-annual fluctuation, and gradual convergence to stability, which can be characterized by an oscillatory attenuation function. Limestone is dominated by surface planar dissolution. Its porosity increases by 0.029 1%, and its peak strength decreases by 52%. Dolomite shows a more sensitive dissolution response. Honeycomb-like pores form on its surface due to dissolution, with its porosity increasing by 0.117 3% and peak strength decreasing by 40%. Numerical simulation results indicate that the particle mass loss rate shows a trend of rapid initial decline followed by gradual stabilization during the depression evolution process. The cumulative hydraulic erosion amount is of the same order of magnitude as the platform dissolution calculated from the test dissolution rate. The formation and evolution of depressions undergo four stages: dissolution fracture initiation, local subsidence differentiation, initial depression formation, and depression deepening, widening, and maturation. This study clarifies the natural dissolution law, hydraulic response, and depression evolution dynamic mechanism of carbonate rocks under water flow, providing support for the research on geomorphic evolution and geological hazard prevention and control in karst areas.