This paper studies the exact invariants and the adiabatic invariants for systems of generalized classical mechanics in the high-dimensional extended phase space and gives the relations between the invariants and the symmetries of the system s in the space. Based on the concept of high-order adiabatic invariant of mechan ical systems with the action of small disturbance, it presents the form of the h igh-order adiabatic invariant and the conditions for their existence,and establi shes the relationship between adiabatic invariant and symmetrical transformation . In the end of this paper, an example is given to illustrate the application of the results.