The elasto-plastic dynamic response of tunnels surrounded by frozen soil under loads applied to the tunnel invert is investigated in this study. Special attention is paid to the frozen soil in plastic zones around the tunnel in cold regions where anisotropic frost heave occurs. Analytical solutions of displacement and stress distributions in the lining, plastic zone of frozen soil, elastic zone of frozen soil, and unfrozen soil layer under load are derived. Unknown parameters are determined by satisfying continuity and boundary conditions between contact surfaces of different media. The parametric analysis reveals that the radial and circumferential stresses experience the most significant decrease in the plastic zone and at the contact surfaces of different media. The thickness of the frozen soil layer, along with the development of its plastic zone, influences the dynamic response of the frozen soil around the tunnel. Furthermore, variations in soil and lining parameters also have an impact on stress and displacement distributions in each medium. The findings of this study aim to provide valuable insights for the numerical simulation, design, and construction of future tunnels in cold regions.