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Since rock mass in many fields of rock engineering usually undergoes a cyclic heating and cooling process, it is very meaningful to investigate the variations of rock micro/macro physical and mechanical properties subjected to cyclic heating and cooling. However, due to the complex and invisible characteristics of rock microstructure, the effect of cyclic heating and cooling on rock macro/micro physical and mechanical properties still requires further investigation. In this study, to explore the microscopic mechanism underlying the variations of rock macroscopic properties during cyclic heating and cooling, uniaxial compression tests and P-wave velocity tests were conducted to obtain the macromechanical properties of red sandstone specimens subjected to varying numbers of heating and cooling cycles. Acoustic emission (AE) tests were also carried out to capture the variations in the microscopic damage process during each heating and cooling cycle. A scanning electron microscope and differential thermal analysis–thermal gravimetric analyzer were used to analyze the development of the microcracks and variations in the micrograin mass after each cyclic heating and cooling. The test results demonstrate that after being heated to 500 °C, some of the minerals (microcline, albite and calcite) in the sandstone decomposed and microcrocks developed due to the uneven thermal stress. When the sandstone was cooled in water, more microdefects were induced to the microstructure due to mineral transformations and uneven contractions, causing further deterioration to the integrity and compactness of the rock matrix. This phenomenon was also reflected in the uniaxial compression tests and AE tests. Due to the damage caused by each heating and cooling cycle, the AE hit rate decreased and the macrophysical and mechanical properties of rock deteriorated as the number of cycles increases. Comparison of the test results obtained from samples subjected to different heating and cooling cycles reveals that although each cycle could cause damage to the rock sample, the first and fifth cycles induced more severe damage, as indicated by the sharp decrease in the physical and mechanical properties of the rock after the first and fifth cycles. [ABSTRACT FROM AUTHOR]