Freezing damage to tunnels in cold regions has long posed a threat to the safe operation of high-speed trains and other means of transportation. Finding a reasonable and effective solution to this problem, while also considering green, low-carbon, energy-saving, and environmental protection measures, has garnered widespread attention. Herein, the concept of a novel coupled energy tunnel is proposed, which combines the technologies of an air curtain and ground source heat pump (GSHP). The aim is to effectively address the issue of freezing damage in tunnels located in cold regions, while ensuring traffic safety. First, the multifunctional experimental apparatus for testing the anti-freezing and insulation performance of a coupled energy tunnel was independently designed and developed for laboratory experiments. Second, single-factor experiments and orthogonal experiments are conducted, and the influences of five key factors (i.e., the air outlet hole diameter, air outlet hole spacing, circulating water temperature of the GSHP, wind speed at the tunnel model entrance, and airflow jet angle) on the internal temperature field of the tunnel model are discussed. Third, combined with range analysis and variance analysis, the ranking of importance for each key factor and the optimal scheme of the coupled energy tunnel are obtained as follows: wind speed at the tunnel model entrance D > circulating water temperature of GSHP C > airflow jet angle E > air outlet hole spacing B > air outlet hole diameter A, and the optimal scheme is A2B1C4D1E2, i.e., the air outlet hole diameter is 3 mm, the air outlet hole spacing is 10 mm, the circulating water temperature of GSHP is 50 °C, the wind speed at the tunnel model entrance is 1.5 m/s and the airflow jet angle is 45°. In conclusion, the research achievements presented in this paper can offer a new perspective for the structural design of tunnels in cold regions. Additionally, they contribute to the early achievement of a carbon dioxide emissions peak and carbon neutrality, and provide some valuable and scientific references for both innovators and practitioners.