In allusion to the problems of the frozen soil engineering geology, the roadbed stability with climate change in construction of the Qinghai–Tibet Railway (QTR), this paper provides overview of the frozen soil engineering problems before and during the QTR constructions. Based on the experiences and lessons learned from the road construction in permafrost areas, the authors recommended that the principle of “positive cooling” of the railroad roadbed by lowering permafrost temperatures should be used in the design of the QTR, rather than that of “passive protection” of permafrost through increasing thermal resistance of the roadway, such as simply increasing fill thickness and/or using thermal-insulation materials. This is especially important for the road sections in warm, ice-rich permafrost areas. In addition, this paper reviews several methods for “cooled roadbed” by controlling radiation, convection and conduction through modifying roadway structure and using different fill materials. Meanwhile, the authors also provide information on some existing problems and future monitoring programs along the QTR.