In the spring thawing season, the decrease in the strength of frozen soil caused by temperature may lead to slope instability. Therefore, researchers have studied the relationship between the temperature and strength of the freeze-thaw zone. However, previous studies have considered the impact of thawing temperature on the strength, but less research on shaping temperature. Therefore, direct shear tests were performed on specimens with different thawing temperatures (i.e., −5, −2.and 1 °C) and different water contents (i.e., 9, 16, and 23%) at different shaping temperatures (i.e., −2, −7 and −12 °C). The results indicated that: the stress-strain curves under different test conditions exhibited strain softening characteristics; shear strength and shear index decreased with increasing shaping temperature; the effect of cohesion on strength was greater than that of internal friction angle; the mechanical mechanism in the freeze-thaw zone was related to the unfrozen water content of the specimen. In addition, the grey correlation analysis showed that the water content had the greatest effect on the shear index, while the shaping temperature had the least effect on the shear index. The grey relational grade of shaping temperature was greater than 0.5, indicating that the effect of shaping temperature on strength was not negligible.