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The direct shear tests of different dry density and moisture content samples at different temperatures of the frozen soil in the Qinghai-Tibet Railway embankment between Tanggula South and Anduo section were carried out to analyze the influence rules of each experimental factor on the mechanical properties of frozen soil during the freeze-thaw process. The results show the following. (1) When the frozen soil temperature is below 0°C and continues to drop during the freezing and thawing process, each sample shows the law of a significant increase in cohesion and a slight decrease in the internal friction angle. In the meantime, the cohesion obtained during the thawing process of the sample at the same temperature point is higher than that obtained during the freezing process. In contrast, the internal friction angles exhibit an opposite law, where the internal friction angle during the melting process is lower than the internal friction angle during the freezing process. After freezing-thawing action, it deserves to be mentioned that the cohesion increases slightly while the internal friction angles present a slight decrease trend compared to the initial state. (2) With the decrease in temperature and the gradual increase in cohesion, the temperature curve can be divided into a fast-growing section from 0 to −2°C, a slow-growing section from −2 to −8°C, and a second fast-growing section from −8 to −10°C owing to the combined effect of the pressure-thawing action and ice-water phase change. In addition, the rate of decrease in the internal friction angle also shows a similar pattern. (3) The cohesion and the internal friction angle of samples both tend to increase first and then decrease with the rise of the initial moisture content, and the critical initial moisture content is near the optimal moisture content of 15%. (4) Both the cohesion and the internal friction angle of the samples increase with dry density growth. The growth rate of cohesion will gradually increase as the temperature decreases. Moreover, the growth rate of cohesion of low dry density samples is more susceptible to temperature, while the internal friction angle growth rate is not affected by temperature.