To systematically reveal the multi-scale response mechanism of surrounding rock structures under cyclic thermal disturbance, a comprehensive research system encompassing macroscopic physical property evolution, mechanical properties, microstructural damage, and mesoscopic crack simulation was established, taking dense sandstone from a mining area in Shanxi as the research object. The experimental results show that the peak strength of sandstone in its natural state is 85.00 MPa, which decreases to 40.50 MPa after eight 0 ℃ cooling cycles, representing a reduction of 52.53%. The strength of sandstone exhibits a negative exponential decay pattern with increasing number of cycles at different temperatures. The elastic modulus undergoes significant degradation during the first cycle, with a reduction reaching 38.8% under the 0 ℃ condition. After eight cycles, the overall reduction in elastic modulus ranges from 39.3% to 61.1% at different temperatures. The failure mode manifests as a composite characteristic of "crack convergence-local slippage-structural loosening." Scanning electron microscopy results reveal the evolution process of "intergranular bond breakage-microcrack propagation-skeleton disintegration" induced by thermal cycling. Mesoscopic simulation based on the discrete element method further captures the crack initiation sequence and tension-shear differentiation characteristics, quantitatively demonstrating the evolutionary path of structural damage progressing from the boundary to the core. The research findings elucidate the multi-scale rock failure process induced by thermal cycling from macroscopic to mesoscopic levels, providing a theoretical basis for predicting rock mass stability and conducting multi-field coupling simulations under mine geothermal development conditions.