In order to investigate the evolution characteristics of the microscopic pore structures of the rocks in the underground cavities subject to freezing and thawing cycles, in this article, we conducted several rounds of freezing and thawing cyclic tests and detected the rock samples after each round of freezing and thawing cycles by means of nuclear magnetic resonance (NMR) and CT scanning. Based on the acquired NMR T2 relaxation time spectra, porosity variations, pore distributions, and imaging results of the rock samples at different freezing and thawing stages, the effects of the number of freezing and thawing cycles on the rock’s NMR T2 spectra, porosity, and microscopic pore structures were analyzed. Results show that, for the rock sample collected from the underground cavities, the micro-pore structures were significantly affected by the number of freezing and thawing cycles. More freezing and thawing cycles resulted in larger porosity and higher damage degree of the rock samples. The present study helps to unveil the evolution characteristics of the micro-pore structures of the rock samples in underground cavities after freezing and thawing cycles, and thus provides theoretical basis for the damage mechanisms and stability analysis of underground rocks in cold regions.