Freeze–thaw (F-T) cycles are one of the most important factors affecting the performance of silty soils with high kaolin content in seasonally freezing regions. This study investigates the improvement of a high-plasticity clayey silt soil (MH) with microencapsulated phase change material (mPCM) to prevent changes in mechanical properties when subjected to freeze–thaw cycles. Unconfined compression, one-dimensional compression, and freeze and thaw tests were performed to evaluate the behavior of treated soil under different freeze/thaw cycles and with different mPCM ratios. It has been observed that the mPCM additive decreased the unconfined compression strength (UCS); however, the strength of the soil held constant during the increasing F-T cycles, and the increase in the mPCM additive content increased the strength of the soil. The inclusion of mPCM affected the compression of the soil and increased settlement (∆H), although the settlement remained constant with increasing freeze–thaw cycles. It has been noted that the compression behavior, which is least affected by the unconfined compressive strength and freeze/thaw cycles, is achieved with the addition of 10% mPCM. As a result of the tests, it was determined that the most suitable additive mPCM ratio is 10% for the compression and strength behaviors.