The slurry infiltration process contributes significantly to the stability of tunnelling face during the application of slurry pressure balanced tunnel boring machine (SPB TBM) in construction. A coupled computational fluid dynamics and discrete element method (CFD-DEM) model is developed to simulate the formation and long-term impermeable stability of filter cake considering different infiltration conditions, e.g., the cohesiveness of bentonite slurry and the permeability of sandy ground. The morphology of formed filter cakes and the pressure drops are analysed macroscopically. Then, the long-term impermeable stability of filter cakes under increasing slurry pressure is evaluated based on the evolution of the pressure gradient magnitude along the infiltration direction; additionally, the contact and force fabrics of filter cakes are examined to investigate their failure process from the micro-mechanical aspect. The numerical results indicate that the increase of size ratio of sand to slurry particle and the slurry cohesion restrain and enhance, respectively, the formation of filter cakes and their long-term permeable and mechanical stability subjected to dynamic hydraulic loads. This work contributes to the further development of the phenomenological model and the micromechanical constitutive model of slurry infiltration involving multifield and multiphase media.