Natural aeolian sand has the characteristics of low cohesion and poor water stability. In order to improve its crack resistance properties in the process of freeze-thaw cycles, P.O 42.5 ordinary Portland cement was added to form a mixture called cement improved aeolian sand (CIAS). SEM was used to analyze the microscopic micro-structure of CIAS at different times (7 days and 28 days). The mechanical properties of CIAS samples affected by freeze-thaw cycles were tested in a triaxial instrument, and gray-scale images of the three-phase distribution in the CIAS after freeze-thaw cycling were obtained by computed tomography (CT) scanning technology. The pore characteristic parameters (pore area, fractal dimension, and crack length) were studied by digital image process technique. Based on classical Griffith fracture theory, the development of the crack length and crack width with increasing freeze-thaw cycles is determined. Assuming that the pore area subordinates to the Weibull distribution, the parameters of the Weibull distribution, the damage evolution defined by the elastic modulus attenuation, and the pore area development of CIAS were determined. Research shows the cohesion decreases and internal friction angle increases with increasing cycle numbers. Three development patterns are observed: crack growth, crack closure, and crack merging, and the three patterns interact during freeze-thaw cycling. Furthermore, the fractal dimension of the pore edge fluctuates with the increasing number of freeze-thaw cycles. This work provides a theoretical basis for the application of aeolian sand and develops a method for disaster prevention in applications of freeze-thaw cycling.