Frost damage is a key problem in the construction of alpine tunnels. A numerical model was established to consider heat conduction and convection for designing effective thermal insulation measures. Orthogonal test conditions were designed to analyze the significance of different thermophysical parameters on lining temperature and their influence on lining damage. The results show that the convection coefficient, the thermal conductivity of the insulation layer, and the thermal conductivity of the surrounding rock have significant influences. The thermal conductivity of the insulation layer has the most significant impact. As its thermal conductivity increases, the lowest lining temperature decreases, and the damage level increases. An increase in the convection coefficient decreases the minimum lining temperature and increases damage. Higher thermal conductivity of surrounding rock raises the minimum lining temperature, spreading damage from the vault to the sides. Reducing the thermal conductivity and convection coefficient of the insulation layer, while increasing the thermal conductivity of the surrounding rock, improves overall damage distribution.