The width and degree of connectivity of coal and rock joints directly affect the seepage ability of gas and other mobile energy. In order to study the damage law and mechanism of coal and rock joint structure under the action of liquid nitrogen, two methods of non-liquid nitrogen loading and liquid nitrogen freezing and thawing are used for different water content. The joint structure damage modification test of the saturation coal and rock was performed. The OLS4000 laser confocal microscope and the MH-25 universal tensile testing machine were used to observe the changes in the joint width and the Young's modulus of the coal surface before and after the test, and analyzed the influence of ice wedge expansion stress on coal and rock structure damage by establishing a physical and mechanical model. The test results found that the expansion stress, confining pressure, and temperature stress of the ice wedge in the joint affect the damage of the coal and rock joint structure, and the expansion stress of the ice wedge contributes the most. With the increase of water saturation, the damage to the joint structure of coal and rock is intensified. The expansion stress of the ice wedge under water saturation affects the damage of the joint structure of coal and rock most obviously. The physical mechanics model of coal and rock joints is used to reveal the damage mechanism of the ice wedge expansion stress affecting the coal and rock joint structure. The establishment of damage criteria provides new ideas for the mining of clean energy such as coalbed methane and the prevention of rock bursts.