Abstract With the development of cold region engineering, it is crucial to study the mechanical properties of frozen soil. In practice, frozen soil is inevitably subject to impact loading, making the study of frozen soil under impact loading necessary for engineering in cold regions. The Split–Hopkinson pressure bar (SHPB) is an important experimental means for obtaining the dynamic performance of materials. In this study, an SHPB experiment was conducted on frozen soil under confining pressure. The frozen soil exhibited an evident strain rate effect and temperature effect under confining pressure. The SHPB experiment on frozen soil under confining pressure was simulated numerically using LS-DYNA software and the Holmquist–Johnson–Cook (HJC) material model. A loading simulation with passive confining pressure and active confining pressure was completed by adding an aluminum sleeve and applying a constant load. The simulation results obtained using the above methods were in good agreement with the experimental results. The strength of the frozen soil under confining pressure was greater than that of the uniaxial impact, and there was an evident confining pressure effect. Furthermore, the confining pressure provided by passive confinement was larger than that provided by active confinement. The passive confining pressure energy absorption efficiency was higher than for the active confining pressure due to the need to absorb more energy under the same damage conditions. The frozen soil exhibited viscoplastic failure characteristics under confining pressure.