The global climate is becoming warmer and wetter, and the physical properties of saline soil are easily affected by the external climate changes, which can lead to complex water-heat-salt-mechanics (WHSM) coupling effect within the soil. However, in the context of climate change, the current research on the surface energy balance process and laws of water and salt migration in saline soil are not well understood. Moreover, testing systems for studying the impact of external meteorological factors on the properties of saline soil are lacking. Therefore, this study developed a testing system that can simulate the environmental coupling effect of the WHSM in saline soil against a background of climate change. Based on meteorological data from the Hexi District in the seasonal permafrost region of China, the testing system was used to clarify the characteristics of surface energy and WHSM coupling changes in sulfate saline soil in Hexi District during the transition of the four seasons throughout the year. In addition, the reliability of the testing system was also verified using testing data. The results showed that the surface albedo of sulfate saline soil in the Hexi region was the highest in winter, with the highest exceeding 0.4. Owing to changes in the external environment, the heat flux in the sulfate saline soil in spring, summer, and early autumn was positive, while the heat flux in late autumn and winter was mainly negative. During the transition of the four seasons throughout the year in the Hexi region, the trends of soil temperature, volumetric water content, and conductivity were similar, first increasing and then decreasing. As the soil depth increased, the influence of external environmental factors on soil temperature, volumetric water content, and conductivity gradually weakened, and the hysteresis effect became more pronounced. Moreover, owing to the influence of external environmental temperature, salt expansion in the positive temperature stage accounts for approximately five times the salt-frost heave deformation in the negative temperature stage, indicating that the deformation of sulfate saline soil in the Hexi region is mainly caused by salt expansion. Therefore, to reduce the impact of external climate change on engineering buildings and agriculture in salted seasonal permafrost regions, appropriate measures and management methods should be adopted to minimize salt expansion and soil salinization.