Fog frequently appears in the portal area of mountain tunnels under construction in cold seasons because of the vast air temperature and air humidity differences between the inside and the outside of the tunnel. It consequently reduces visibility and causes accidents in the construction of mountain tunnels. In this study, field test on air temperature, air relative humidity, wall temperature and air velocity was initially performed in an inclined shaft of a mountain tunnel under construction in a typical winter day. The atmospheric temperature was −2 °C and fog was observed within the range of 550 m from the portal in the shaft. The test results show that the longitudinal air and wall temperatures have a linear increase, and the lowest air and wall temperatures are 16.8 °C and 14.9 °C at the portal, respectively. Furthermore, fog disappears when the air relative humidity is lower than 99% in the inclined shaft. Next, a computational fluid dynamics (CFD) model, solving the species transport and energy models, was established to reproduce the test. The comparison of the air temperature shows a good agreement. The fog lengths in the inclined shaft are 550 m for the test and 600 m for the simulation. This CFD model was then employed to study the effects of the inflow air relative humidity and the wall temperature on fog production and distribution in the inclined shaft. The results show that fog is produced when the inflow air relative humidity is above 86.6%, and the fog length increases significantly with the increase of the inflow air relative humidity. Additionally, the fog length also increases with the decrease of the wall temperature when the wall temperature at the portal is lower than 16.9 °C. An insulation layer imposed on the wall is accordingly proposed and its length is suggested over 50 m longer than the fog length to prevent fog production.