Ultra-high-performance concrete (UHPC) is a new type of high-performance cement-based composite. It is widely used in important buildings, bridges, national defense construction, etc. because of its excellent mechanical properties and durability. Freeze thaw and salt erosion damage are one of the main causes of concrete structure failure. The use of UHPC prepared with multi-walled carbon nanotubes (MWCNTs) is an effective method to enhance the durability of concrete structures in complex environments. In this work, the optimal mix proportion based on mechanical properties was obtained by changing the content of MWCNTs and water binder ratio to prepare MWCNTs UHPC. Then, based on the changes in the compressive strength, mass loss rate, and relative dynamic modulus of elasticity (RDME), the damage degree of concrete under different salt erosion during 1500 freeze-thaw (FT) cycles was analyzed. The changes in the micro pore structure were characterized by scanning electron microscope (SEM) and nuclear magnetic resonance (NMR). The test results showed that the optimum mix proportion at the water binder ratio was 0.19 and 0.1% MWCNTs. At this time, the compressive strength was 34.1% higher and the flexural strength was 13.6% higher than when the MWCNTs content was 0. After 1500 salt freezing cycles, the appearance and mass loss of MWCNTs-UHPC prepared according to the best ratio changed little, and the maximum mass loss was 3.18%. The higher the mass fraction of the erosion solution is, the lower the compressive strength and RDME of concrete after FT cycles. The SEM test showed that cracks appeared in the internal structure and gradually increased due to salt freezing damage. However, the microstructure of the concrete was still relatively dense after 1500 salt freezing cycles. The NMR test showed that the salt freezing cycle has a significant influence on the change in the small pores, and the larger the mass fraction of the erosion solution, the smaller the change in the proportion of pores. After 1500 salt freezing cycles, the samples did not fail, which shows that MWCNTs UHPC with a design service life of 150 years has good salt freezing resistance under the coupling effect of salt corrosion and the FT cycle.