This paper presents results of impermeability and frost resistance tests of a series of high strength concrete which will be used in Yuncheng coal mine shaft lining. And the shaft is one of the most difficult to construct using freezing method because of the extreme thick overburden soil. The results show the impermeability and frost resistance of the selected concrete mix proportion options can meet the special requirements of the shaft construction. It’s due to the low water-cement ratio, admixture and water-reducing agent decreases void caused by excess water. And the composite mineral admixture forms bubbles to cut off the tiny water permeable channels in cement stone. Also the filling effect and pozzolanic effect caused by fly ash contribute a lot. The research on high strength concrete used in shaft of coal mine with thick overburden soil is still rare worldwide.