Cold mixed epoxy asphalt mixture (CMEAM) has excellent anti-deformation and fatigue performance which shows remarkable superiority on bridge pavements. Previous studies have done comprehensive researches on its properties through macroscopic experiments. However, few studies revealed the impact of gradation design on the road property of CMEAM through microscopic method. Thus, in this paper, X-Ray computed tomography (X-ray CT), nanoindentation (NI), field emission scanning electron microscopy (FESEM) and mercury intrusion porosimetry (MIP) are introduced to investigate the coarse aggregates contact degree, the thickness and elastic modulus of interfacial transition zone (ITZ) and the pore diameter distribution of CMEAM. Results showed that the contact points of coarse aggregates in EA-05 mixture are around 40 while those in EA-10 mixture are around 20. (40°, 50°) is the key inclination angle interval for EA-10 mixture type while (70°, 80°) and (10°, 20°) are of significance for EA-05 mixture type. The contact points and inclination angles are positively and inversely proportional to Marshall stability, respectively. In addition, the ITZ thickness of EA-05 and EA-10 mixture is below 10 μm and above 40 μm, respectively. The ITZ elastic modulus of EA-10 mixture is approximately 1.5 times than that of EA-05. The thickness and elastic modulus of ITZ are inversely proportional to low-temperature indirect tensile strain (εT). Meanwhile, EA-05 mixture has higher proportion in gel micropores and middle capillary pores while EA-10 mixture has higher proportion in mesopores and large capillary pores. Mesopores has the highest correlation coefficients with tensile strength ratio (TSR), followed by large capillary pores. The suggested proportion for above two type pores is around 21.5% and 51.0%, respectively.