The influence of the cement paste–aggregate interfacial transition zone (ITZ) on the frost durability of high-performance silica fume concrete (HPSFC) has been studied. Investigation was carried out on eight non-air-entrained concretes having water-to-binder (W/B) ratios of 0.3, 0.35 and 0.42 and different additions of condensed silica fume. Studies on the microstructure and composition of the cement paste have been made by means of environmental scanning electron microscope (ESEM)-BSE, ESEM-EDX and mercury intrusion porosimetry (MIP) analysis. The results showed that the transition zone initiates and accelerates damaging mechanisms by enhancing movement of the pore solution within the concrete during freezing and thawing cycles. Cracks filled with ettringite were primarily formed in the ITZ. The test concretes having good frost–deicing salt durability featured a narrow transition zone and a decreased Ca/Si atomic ratio in the transition zone compared to the bulk cement paste. Moderate additions of silica fume seemed to densify the microstructure of the ITZ.