Considering the heterogeneous characteristics of rock at mesoscopic level, the damage propagation constitutive relation and evolution equation of freeze-thaw and loaded rock were established by using the theory of macro phenomenological damage mechanics and the generalized theory of strain equality. The evolutionary mechanisms of micro-structural damage and materials mechanical properties for the loaded rock were discussed under freeze-thaw condition, verified by experimental results of the freeze-thaw cycle and compression test of rock. It is shown that the freeze-thaw and loaded damage model can represent the complicated relations among the freeze-thaw, load and the damage inside the rock, reveal the coupling failure mechanism of macroscopic rock under the freeze-thaw and load from the micro-damage evolution. The combined effect of freeze-thaw and load exacerbates the total damage of rock with obvious nonlinear properties, but the coupling effect weakens the total damage. The lithology and initial damage state of the freeze-thaw and loaded rock in engineering structures in cold regions determine the weights of influence factors to mechanical properties, including environmental factor, loading factor and the coupling effects, so the rock performances different damage mechanical characteristic.