Embankment engineering in cold regions are at risk of seasonal freeze-thaw damage which seriously threatens the safe operation of vehicles. To ensure the long-term stability of embankment engineering in these areas, novel anti-freeze-thaw measures with differential filling materials should be taken. This study first analyzes the thermal-deformation characteristics and effects of two typical railway embankments with differential anti-freeze-thaw filling materials in permafrost and seasonal frozen ground regions based on ground temperature and deformation monitoring data. Then, on the basis of these results and previous research, the similarities and differences between the thermal-deformation characteristics of different embankments in permafrost and seasonal frozen ground regions are studied. Finally, the study summarizes fundamental principles for anti-freeze-thaw embankment measures in accordance with frozen ground type. Results demonstrate that: 1) the thaw settlement of permafrost embankments demonstrates persistence and is non-uniform, while the frost heave of embankments in seasonal frozen ground regions demonstrates cold shrinkage and heave delay; 2) understanding the development of the temperature and thickness of the seasonal thawing/freezing layer in time and space is key for preventing freeze-thaw damage in frozen ground regions; 3) the long-term stability of embankments in permafrost regions can be maintained by controlling the quantity of cold entrance and diffusion. For embankments in seasonal frozen ground regions, frost heave may be controlled by changing the property, water content, and temperature of filling materials. These findings will be helpful for better understanding the thermal-mechanical characteristics of embankments in different frozen ground regions, and for providing important technical guidance to ensure the operational efficiency of engineering projects.