The depletion of river sand reserves has intensified the search for sustainable alternatives in concrete production. Dune sand (DS), as an alternative material, has emerged as a promising substitute due to its abundance and lower environmental impact. To provide theoretical insights for the application of dune sand concrete (DSC) in civil infrastructures in cold regions, this study investigated the frost resistance evolution and damage mechanism of DSC under freeze-thaw cycles through multi-scale characterization. Results demonstrate that a 30 % dune sand replacement rate (DSRR) yields optimal performance, showing minimal mass loss and the highest relative dynamic elastic modulus retention. Scanning electron microscopy and pore structure analysis showed that an appropriate amount of DS can optimize the concrete pore structure, reducing microcracks and porosity, thereby enhancing frost resistance. However, excessive DS disrupts aggregate particle gradation, leading to more microcracks and pores, ultimately reducing frost resistance. A fractal dimension-based damage index, with a critical value of 0.5, was proposed and effectively quantifies the microstructure-degradation correlation. A freeze-thaw damage model was developed and calibrated using the proposed microscopic damage index. These findings provide a comprehensive understanding of DSC's applications in cold regions engineering.