Mechanical properties of the rock in the cold regions are often affected by freeze-thaw cycles and loads. It is of great theoretical significance and engineering value to establish a uniaxial compression damage constitutive model of the rock under freeze-thaw cycles that can reflect the relationship between macroscopic and mesoscopic structural damage. In this paper, macroscopic and mesoscopic methods are combined with statistical methods to quantitatively analyze the damage degree of rock under freeze-thaw cycles and loads. Combined with the fractal features of the macroscopic image of the section, a fractal damage constitutive model considering the residual strength of rock is established. In addition, the model is subsequently verified by the experiment. The experiment shows that the mechanical properties of rocks subjected to freeze-thaw cycles and loads are determined by freeze-thaw damage variables, load damage variables, and their coupling effects. As the number of freeze-thaw cycles increases, the uniaxial compressive strength and elastic modulus of rocks decrease, and peak strain increases. By using the fractal dimension of the compression fracture surface as a bridge considering the residual strength of the rock, the constitutive model can better reflect the compaction stage, elastic deformation stage and plastic deformation stage of the uniaxial compression process of the freeze-thaw rocks.