This work aimed to examine the fractal dimension and difference law of intact and compacted loess before and after collapse. The uniaxial compression tests were performed to obtain specimens under different vertical stresses, and mercury intrusion porosimetry (MIP) tests were conducted to determine the pore size distribution (PSD). Three models were selected to determine the fractal dimensions based on PSD. As a result, the pores were classified into ultra-micropores (d < 0.1 µm), micropores (0.1 µm < d < 2 µm), small pores (2 µm < d < 10 µm), and large pores (d > 10 µm). When the fractal dimensions were determined using the capillary pressure model, there were three fractal intervals (Ds1, Ds2, and Ds3), with only Ds1 and Ds2 meeting the definition of fractal dimension. Ds1 increased considerably after the collapse, but Ds2 declined. The thermodynamic law-based model presented the best linear fit, and there was only one fractal interval. The fractal dimension Dn increased dramatically after the specimen was wet collapsed. Combined with fractal theory, it revealed that collapse changed the pore uniformity and complexity of the loess. After collapse, the microscopic pores of the loess became coarser and more complicated.