As engineering activities in cold regions expand and the application of artificial ground freezing technology in constructions grows, understanding the strength of frozen coarse-grained soils has become imminently crucial. While existing research and testing methods have provided valuable opinions into the behavior of coarse-grained materials in frozen states, there is a recognized need to enhance and expand these methods to gain a more comprehensive understanding of how size effects influence the strength of these materials. To further investigate this issue, a novel large-scale direct shear apparatus was employed to determine the shear strength of frozen coarse-grained soil materials. The apparatus features a unique design capable of accommodating square specimens with five different section lengths: 100 mm, 150 mm, 200 mm, 250 mm, and 300 mm. Depending on the maximum load requirements and budget constraints of the experiment, the equipment can provide a maximum normal stress of 5.5–50 MPa and a maximum shear stress of 3.5–30 MPa for different sample sizes, along with precise temperature control down to −30 °C. The efficacy of the device is validated through experiments conducted on frozen coarse-grained soil samples with specific particle size distributions. This study presents the technological details involved in the development of the apparatus and offers preliminary insights into the strength characteristics of frozen coarse-grained soils, highlighting the influence of size effects. The innovative features of the apparatus help the geotechnical community to comprehensively understand the strength characteristics of this complex material, thereby improving the reliability of engineering practices that involve it.