Considering the influence of coal gangue coarse aggregate replacement rate (0, 20%, 40%, 60%), this article conducts freeze-thaw cycle test, uniaxial compressive constitutive test and acoustic emission detection test to study the damage constitutive model of coal gangue concrete (CGC). The research result indicates that the relative peak strain of CGC with different substitution rates has a high correlation with the freeze-thaw damage value. The resulting equations of freeze-thaw damage value and relative peak strain provide effective parameters for the establishment of constitutive models. The acoustic emission characteristics of CGC are closely related to its load damage development, mechanical properties, and stress-strain curve. Therefore, based on the acoustic emission characteristics, this paper uses parallel bar system (PBS) to establish the freeze-thaw damage constitutive relationship of CGC, and the calculation results are in good agreement with the test data. This model can accurately reflect the overall process damage characteristics of CGC under freeze-thaw and load damage. Moreover, it can provide a theoretical basis for the durability evaluation and life prediction of CGC structure in cold regions.