The chain reaction of bridge abutment structure caused by frost heave of the embankment–bridge transition zone filler in cold regions has a great impact on the smoothness of railway lines, which will bring great challenges to the normal operation, safety, and maintenance of rail transit in cold regions under the action of long-term dynamic load. In this paper, the hydrothermal model and dynamic analysis model of the embankment–bridge transition zone are established, and the frost heave deformation rule and dynamic response characteristics of the embankment–bridge transition zone under frost heave conditions are studied. The results show that the effect of the bridge abutment structure on vertical frost heave is mainly concentrated in the range of the bridge abutment, and the vertical frost heave near the abutment is much smaller than other parts away from the abutment. The dynamic response and wheel–rail contact force of the embankment–bridge transition zone are significantly different under non-frost heave and frost heave conditions. Frost heave may cause a higher risk of derailment. This study provides a scientific reference for the design, construction, and safe operation and maintenance of embankment–bridge transition zones in cold regions, and has certain practical engineering significance.