With growing research interest of liquefied natural gas storage in underground frozen host rock cavern, it is the key to have a comprehensive understanding of rock deformation and cracking under freezing and their impact on the stability of the underground storage caverns. In this work, a coupled thermo-hydro-mechanical model is developed in the framework of TOUGH-FEMM simulator to gain such understanding, where complex coupled processes involving water–ice phase transition as well as non-planar frost cracks are rigorously considered. In this model with the TOUGH-FEMM, heat transfer and fluid flow under freezing are simulated using TOUGH2, while mechanical deformation and cracking are simulated using the hybrid finite element-meshfree method (FEMM). The new modelling component for simulating temperature transfer and freezing-induced strain is validated against data from a previous laboratory experiment on sandstone by Neaupane et al. Finally, the influence of stress anisotropy and stress shadow on frost cracking are discussed using a set of experiments and TOUGH-FEMM modelling. The experimental and numerical results show that frost-induced cracks propagate towards to the direction of the maximum principal stress, while the stress shadow between multiple cracks has a significant impact on the damage pattern.