During the construction and service of projects in cold regions, frozen soil generally experiences strong dynamic loads, such as high-speed collisions and impact tunneling. Notably, during the mining of frozen soil in cold regions, the soil suffers from multiple impact loads owing to the drilling and blasting. To ensure project safety, the deformation and failure of frozen soil near the excavation face under load must be controlled using passive support technology. Thus, the cyclic dynamic response and constitutive model of frozen soil under a one-dimensional strain state must be studied for the safe implementation of projects in cold regions. Cyclic impact is the main driving force for defect development, which can induce multiple types of damage, such as sliding friction and instability propagation of microcracks, non-reversible plastic failure, ice phase transition, and weak interval of structure formation. Frequent impact loading is accompanied by the permeation and reflection of stress waves and the dissipation and propagation of energy, ultimately leading to a decline in the bearing performance of frozen soil, which exhibits dynamic fatigue characteristics. Based on the split Hopkinson pressure bar equipment, this study analyzed the strength deformation characteristics and toughness evolution law of frozen soil under cyclic impact loading and clarified the influence mechanism of damage, the coupling effect between defects, and the connection between wave impedance and the number of cycles. In the process of constructing the constitutive model, first, the slip friction of microcracks was considered based on the meso-mechanical theory. The macro-mesoscale transition and Drucker-Prager yield criteria were combined to construct a mesoscopic constitutive model of frozen soil under passive confining pressure. Subsequently, combined with the irreversible law of energy dissipation, the degradation behavior of frozen soil under cyclic impact loading was characterized by a specific energy absorption value. Furthermore, according to the boundary characteristics and loading conditions, the evolution mode and interaction mechanism of stress-induced defects at the mesoscale were analyzed, including crack propagation, plastic deformation, and progressive thermal damage. A coupling law of multistep damage was constructed based on the wing-shaped crack growth model, cavity collapse model, and relationship between temperature rise and phase transformation. Finally, a thermal–mechanical coupling cyclic mesoscopic model of frozen soil under a one-dimensional strain state was established. The rationality of the model was verified by predicting the strength and deformation behavior of frozen soil over a wide pressure range.