The application of composite materials in bridge engineering is increasingly widespread, thanks to their excellent properties such as high strength, low density, and good corrosion resistance. However, in practical applications, composite material bridges often face complex thermal environments, especially thermal cycling, which imposes higher demands on the thermodynamic properties of the materials. Thermal cycling can cause not only heat transfer and expansion of composite materials but may also lead to material fatigue damage, thereby affecting the stability and safety of the bridge structure. Although existing research has some understanding of the thermal characteristics of composite materials, studies on fatigue damage mechanisms and thermal stress analysis under extreme temperature cycling conditions are still insufficient. This paper starts with the study of the thermodynamic properties of composite material bridges under thermal cycling. On the one hand, it analyzes the heat transfer and expansion deformation process of composite material bridges under thermal cycling. On the other hand, a fatigue damage constitutive model is established, and tests for model modification and constraint conditions are conducted. The research results show that the revised constitutive model can more accurately describe the fatigue damage behavior of composite materials under thermal cycling, which has important practical and theoretical value for guiding the design, construction, and maintenance of bridges.