Determining the damage of rocks after freeze-thaw cycles is an important subject for natural building rocks used in cold regions. Freeze-thaw test is an important method for determining the deteriorations of stones due to freeze-thaw action. To understand the mechanisms of rock deterioration in cold regions, the electrical impedance spectroscopy technique can be utilized to investigate the mechanical properties of mudstone because of freeze-thaw test. Firstly, the initial rock properties including mineral composition, microstructure, water absorbing capacity and the thermogravimetric properties are measured for assessing damage characteristic of mudstone duo to freeze-thaw action. Then, an instrument is designed for measurement electrical impedance spectroscopy of the specimens during freeze-thaw test. Finally, the capacitance, resistance and the parameter indicating dispersive effect j are analyzed from Nyquist curve of electrical impedance spectroscopy of mudstone specimens. The variation of above parameters abides by the law which their values changes at 12 of freeze-thaw cycles. The results show the specimen crack occurs obviously at 12 of freeze-thaw cycles. It proved the electrical impedance spectroscopy is a useful method to research rock cracking due to freeze-thaw action.