To investigate the multiscale effects of freeze–thaw cycles on the mechanical properties and structural damage of paleosols, remodeled paleosol specimens at natural moisture content were subjected to multiple freeze–thaw cycles, followed by scanning electron microscopy, nuclear magnetic resonance (NMR) pore testing, and triaxial shear testing, and then the shear strength deterioration mechanism of paleosols was elaborated on from three aspects: fine, mesoscopic, and macroscopic. The main experimental results were as follows: (1) at the fine level, the NMR T₂ spectrum distribution curve showed one primary and two secondary peaks, in which the main spectrum occupied the majority, and the spectrum area showed an exponential function distribution relationship with the number of freeze–thaw cycles. With the accumulation of freeze–thaw cycles, the medium and large pores increased significantly. (2) At the mesoscopic level, when the specimens underwent freeze–thaw cycles, the interparticle contact pattern and particle morphology changed and the particle roundness increased. As the freeze–thaw cycle continued, fissures gradually developed and increased the most after the first freeze–thaw cycle, but the probability entropy of soil particles showed a decreasing trend with the increase of the number of freez–thaw cycles. (3) At the macro level, the number of freeze–thaw cycles gradually accumulated, the specimen stress–strain curve softened significantly, the shear strength deterioration effect was obvious, the deterioration value was the largest after one freeze–thaw cycle and gradually stabilized after 10 cycles, and the deterioration effect of cohesion was greater than that of the internal friction angle.