With the development of One Belt and One Road, a number of key national construction projects are proposed in regions with seasonally frozen ground and collapsible loess in western China. Researchers have determined engineering problems associated with freeze-thaw and the collapse of loess, and based on previous studies this study aims to determine the rules of change pertaining to loess collapsibility after the effects of freeze-thaw. Therefore, Q₃ loess samples with different moisture contents are prepared using a moistening or demoistening method. After freezing-thawing at different test temperatures, and with no water supply, tests are conducted on frost-heave and thawing deformation, compression deformation, and the collapsible deformation of loess. Particle and physo-mechanical parameters of natural loess are also analyzed. Results indicate the following: firstly, when the moisture content is greater than the critical value, frost heave deformation is generated in loess in a freezing environment. Secondly, compared to pre-freezing samples, there is a greater compression deformation of post-thaw loess samples. However, there is a reduced coefficient of collapsibility; the freeze-thaw action weakens loess collapsibility. Thirdly, when using the same test temperature, the coefficient of collapsibility of frozen loess decreases with an increase in the moisture content, and also decreases when the test temperature is decreased but moisture content remains unchanged.