The soil in seasonally frozen soil regions is easy to be affected by the coupling environment, which is related to the canal operation. Taking the typical canals in Northern Xinjiang as background, the experimental study on the volume changes and strength of expansive soil under wet-dry (WD), freeze-thaw (FT) and coupled wet-dry-freeze-thaw (WDFT) cycles was carried out. The deformation and strength characteristics of expansive soil under the different boundary conditions and cycles are discussed. The results show that the volume changes of samples tend to be constant after four WD cycles. During the FT cycles, the volume change of samples decreases with the increasing FT cycles. In the coupled WDFT cycles, the volume changes of samples are affected by the combination of WD effect and FT effect. The saturation of approximately 70% may be the critical saturation for the occurrence of “frost shrinking and thaw expanding” and “frost expanding and thawing shrinking”. The WD process in the coupled WDFT cycles has a certain weakening effect on the volume changes of samples during the subsequent FT process in the coupled WDFT cycles. Meanwhile, the strength of samples decreases significantly under the coupled WDFT cycles. After 7 coupled WDFT cycles, the sample strength decreases by 46.9%~59.1%. The attenuation degree of strength is related to saturation under WD cycles and FT cycles. The research results can provide a basis for the construction and maintenance of expansive soil canals in Northern Xinjiang.