With the continuous mining of coal worldwide, the accumulation of coal gangue, a byproduct of coal production, has increasingly posed severe environmental challenges. To mitigate the environmental pollution caused by coal gangue, this paper proposes the use of processed coal gangue as a replacement for coarse aggregates in concrete. Additionally, carbon fiber-reinforced polymers (CFRP) are employed to confine these square concrete columns, with the aim of expanding the application of nonnatural coal gangue concrete in freezethaw environments. Taking the number of CFRP layers, number of freezethaw cycles, and concrete strength grade as variables, a total of 54 samples were designed. Experimental and theoretical analyses were conducted to investigate the mechanical behavior of CFRP-confined fully replaced nonnatural coal gangue aggregate (FNCGA) columns. The specific conclusions are as follows: (1) Under a freezethaw environment, the stressstrain behavior of the CFRP-confined FNCGA columns undergoes three stages: an elastic ascending stage, a plastic descending stage, and a plastic ascending stage. (2) When the number of freezethaw cycles increases from 100 to 300, the Poisson's ratio of the elastic stage of the sample exhibiting an upward trend. (3) For the three-layer CFRP confined sample, the volumetric strain is positive (in compression), and the bearing capacity of the sample exceeds that of the unconfined concrete by approximately 10%. (4) Compared with existing models and experimental results, the bearing capacity and stressstrain model proposed in this study have greater accuracy, enabling better simulation of the mechanical performance of CFRP-confined FNCGA columns.