In this study, we design an innovative frost heave cell to investigate the characteristics of stress in the radial direction during the freezing of a soil sample. The frost heave cell is divided into several independent rings connected by silicone sheets, which aims to reduce the deformation influence of the frozen part on the unfrozen part. By installing mini-sized water pressure gauges, strain gauges, and thermal sensors in the frost heave cell, the circumferential strain measured by strain gauges on the surface of frost heave cell can be effectively evaluated. In order to transfer this circumferential strain into stress in the radial direction, we adopt the thick-walled cylinder theory. Then, we conducted one freezing test with Dotan to investigate the characteristics of radial stress during freezing. The results suggest that the radial stress caused by frost heave increases rapidly when the temperature drops from 0 °C to −2 °C. However, as the temperature decreases below −2 °C, the radial stress gradually increases. When the temperature approaches −10 °C, the radial stress plateaus and does not increase further. These findings indicate the unique characteristics of radial stress perpendicular to the freezing direction and suggest the need for further research on this topic. As more complicated applications of artificial freezing method in underground space of urban area are expected, the influence on the surrounding structures brought by three-dimensional freezing shows its significance. Our research is aiming to investigate the mechanism of freezing phenomenon of soil in three-dimensional space and then promote the application of artificial freezing method in a wide area.