The California Bearing Ratio (CBR) of weakly expansive soil is specially relevant to its expansibility. The mechanisms affecting the bearing strength, in terms of the CBR, of weakly expansive soil that could be used as embankments filler are worth studying. In the present study, the effects of compaction energy on the compaction characteristics and CBR value were investigated. Additionally, the pore size distributions of soils with different compaction degrees were studied with nuclear magnetic resonance (NMR), and the effect of freeze–thaw cycles on the pore size distribution of soils with different compaction degrees was considered. Subsequently, the mechanisms influencing the CBR were analyzed at both the macroscale and microscale. A linear relationship between the CBR value and compaction degree was determined, characterizing the gradual variation of expansive soils with different moisture contents. With increasing freeze–thaw cycles, the volume of micropores decreased and mesopores increased, causing the CBR value to decrease. The expansion was a dominant factor for the CBR values. The CBR values rose with an increase in micropores and decreased with an increase in pore volume. It was considered that the tested weakly expansive soil could be used as an embankment filler in frozen areas.