To cope with tunnel frost damage, studies on prevention methods are routinely conducted to improve environmental protection and energy saving. Based on field investigations, the main available thermal insulation methods and their application are discussed and analysed in this paper. The results show that passive measures, such as a thermal insulation layer or door, cannot completely avoid frost damage. Construction investment of the electric heat tracing (EHT) system is lower at the early stage, but a large investment in operation and pollution problems are needed in the later period. As renewable, clean and environmentally friendly primary energy, geothermal energy can realize energy-saving and emission-reduction. Furthermore, our research team proposed the optimization design method for tunnel heat insulation and anti-freezing by using geothermal energy and presented the challenges for future applications of the ground-source heat pump (GSHP) system in tunnels. The results regarding energy conservation from this review can provide useful technical support in design, operation and management of tunnels in cold regions.