In cold-region mines, the dual effects of heat islands and cold islands, caused by cycling of hot and cold temperature extremes, facilitate the outward dispersion of heavy metal dust. Freeze–thaw cycles occurring in ice provide a conducive environment for the enrichment and conversion of heavy metals, allowing them to enter downstream rivers with meltwater. This process significantly impacts human activities and ecosystems in areas traversed by these rivers. This study is conducted in the typical alpine mining area in Xinjiang, China, and focuses on the impact of freeze–thaw cycles on the enrichment and conversion of heavy metals in alpine mining regions. It employs a comprehensive approach combining field measurements, environmental simulations, theoretical analysis, and laboratory experiments. The findings indicate that the environmental behavior of heavy metals is influenced not only by the freeze–thaw cycles themselves but also by factors such as temperature, pH, and redox conditions. Heavy metal elements may enter water bodies during the melting process and pose risks to downstream ecosystems and human health.