Insight into the growth of internal microstructure and surface morphology is critical for understanding the robustness of red sandstone artifacts in frigid environments. Since freeze–thaw (F-T) cycles can exacerbate the surface deterioration of water-bearing sandstone, a series of investigation on fresh and weathered water-bearing sandstone samples with different F-T cycle numbers (i.e. 0–100) is performed in this study, including three-dimensional (3D) laser scanning, scanning electron microscope (SEM) and computed tomography (CT) scanning tests, thermal property tests, Brazilian tests, and multi-field numerical simulations. Our results demonstrate that with increasing F-T cycles, the surface fractal dimension and specific surface area of red sandstone samples increase, and the pore size distribution inside rocks shifts from ultrananopores (10–100 nm) to micro-pores (0.1–100 μm) and ultramicropores (100 μm+). Spatially, the pores generated by the F-T cycles are more prominent near the surfaces of rock samples. Numerical simulation indicates that the uneven pore distribution leads to surface degradation. After 100 F-T cycles, the intergranular (IG) cement of the samples cracks, and the IG fractures are widened; eventually, due to the structural integrity weakening, the tensile strength is drastically reduced by over half. The thermal properties of the water-saturated sandstone can be improved during the F-T cycles, and a strong coefficient of determination of 0.98 exists between the fractal dimensions of sandstone surface and the tensile strength. When assessing the mechanical properties of stone artifacts under F-T cycles, the morphological damage of red sandstone should first be investigated when in situ sampling is inappropriate.