In order to promote the application of coal gangue in concrete in cold regions, the coal gangue was compound activation by mechanical-microwave method. The damage and deterioration law of coal gangue powder concrete was studied from the aspects of apparent morphology, mass loss rate, relative dynamic elastic modulus, compressive strength and splitting tensile strength. The modification mechanism of activated coal gangue powder on the frost resistance of concrete was studied by scanning electron microscope, nuclear magnetic resonance spectrometer and X-ray diffractometer. The results show that activated coal gangue powder has the best effect on improving the frost resistance of concrete when it replaces cement with 20% (mass fraction). After 300 times freeze-thaw cycles, the mass loss rate and relative dynamic elastic modulus are 2.32% and 91.32%, and the compressive strength and splitting tensile strength decrease by 1640% and 26.12%, respectively. Activated coal gangue powder can fill and refine pores, and its secondary hydration can consume cement hydration product Ca(OH)2, and produce C-S-H and C-A-S-H, which can improve the compactness of cement paste, improve the pore structure and reduce the proportion of macropores.