When using seawater and sea sand as mixes, the mechanical properties and durability of concrete are adversely affected because the raw materials themselves contain harmful ions. Fly ash is the tailings formed in the process of industrial production, the use of which does not require the burning of clinker, reducing CO2 emissions. Moreover, it belongs to a new type of cementitious materials with low emissions and high environmental protection. Fly ash enhances the properties of concrete and reduces the effect of harmful ions on concrete. Based on the above considerations, the corresponding specimens were prepared and subjected to cubic compressive strength, flexural strength, and seawater freezing and thawing resistance tests by using fly ash admixture as the main variable. A combination of macro-analysis and micro-analysis was used to investigate the effect of fly ash on the performance of seawater sea sand concrete. The results showed that fly ash significantly enhanced the mechanical properties and resistance to seawater freezing and thawing of seawater sea sand concrete. The best improvement in compressive strength and resistance to seawater freezing and thawing was achieved at a substitution rate of 20%. The maximum increase in compressive strength was 13.22%. The maximum reduction in mass loss rate was 57.26% and the strength loss rate was 43.14% after the specimens were subjected to seawater freezing and thawing 75 times. The maximum enhancement in flexural strength was 17.06% for a substitution rate of 10%. Through microanalysis, it can be seen that the incorporation of coal ash can enhance the compactness of concrete through the microaggregate effect as well as the volcanic ash reaction to promote the secondary hydration reaction, so as to strengthen the seawater freeze–thaw resistance of seawater sea sand concrete. Finally, the damage prediction model established using the mean GM (1, 1) model of gray system theory meets the requirements of the first level of prediction accuracy and can accurately predict the damage of seawater sea sand concrete under seawater freezing and thawing.