Freezing and thawing damage is one of the major problems of concrete dams in cold climate. Cracking and splitting are the most common results of freezing and thawing deterioration in concrete dam. The cracking problem owing to freezing and thawing was investigated by making sue of finite element methods. The interpretation of the mechanism of failure was also given. In order to compute the thermal stress fields of concrete dam caused by freezing and thawing, the temperature changes versus seasons is determined according to measured data. The temperature fields of concrete dam versus seasons are simulated by using finite element method. Basing on the computational results of the temperature fields of concrete dam, the thermal stress fields are calculated numerically. The researches show that the first principal stress of concrete dam at downstream surface can exceed the tensile strength of concrete material. The numerical simulation results of fractured regions of concrete dam agreed with practical observed data.