The Taklimakan Desert, also known as the “Sea of Death”, is the largest desert in China and also the world’s second largest remote desert. The road crossing the Taklimakan Desert is the longest desert road in the world and has been the center of the Silk Road since ancient times. Based on field observation data (November 2013 to May 2014) collected from the Tazhong and Xiaotang stations, we studied the interannual and diurnal variations of soil temperature, soil moisture content, and surface heat fluxes during different freezing and thawing periods. The annual and daily changes of soil temperature, soil moisture content, and surface energy fluxes at different freezing and thawing stages were analyzed. We illustrated the coupling relationship between water and heat in freezing-thawing soil in the Taklimakan Desert. We established a coupling model of soil water and heat during freezing and thawing. During the soil freezing period, the soil temperatures at different depths generally trended downward. The temperature difference between the Tazhong station and the Xiaotang station was 4~8.5 °C. The freezing time of soil at 20 cm depth occurred about 11 days after that at 10 cm depth. The effect of ambient temperature on soil temperature gradually weakened with the increase of soil depth. With the occurrence of the soil freezing process, the initial soil moisture contents at 5 cm, 10 cm, 20 cm, and 40 cm depths at the Xiaotang station were 6%, 10%, 29%, and 59%, respectively, and those at the Tazhong station were 5%, 3.6%, 4.4%, and 5.8%, respectively. As the ambient temperature decreased, the freezing front continued to move downward and the liquid soil water content at each depth decreased. The desert highway is closely related to the economic development and prosperity of southern Xinjiang. Therefore, it is important to maintain and inspect the safety and applicability of freeze-thaw zones and avoid casualties from vehicles and personnel.