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Reducing ineffective evaporation is a feasible means to improve water use efficiency in agriculture, especially in arid and semi-arid areas. A field experiment assessed the impact of sand mulches (1-cm thickness) with a particle size of 0.5-1.5 mm (XS) and 1.5-2.0 mm (CS) on soil evaporation during winter in Northern China. Results showed that CS and XS increased by at least 11.93% and 14.92% compared to bare soil (LD), respectively. However, the sand mulches showed significant distinctions in soil evaporation at different stages. Soil evaporation was the highest in LD, while CS evaporated the least in the unstable freezing stage (P1) and stable freezing stage (P2); in the thawing stage (P3), XS evaporated the most, while LD evaporated the least. Ten factors affecting evaporation were analyzed using the principal component analysis method to elaborate the mechanisms of soil evaporation. Mean soil moisture at depths from 0 to 15 cm was a factor that affected the evaporation of XS and CS in the test. Soil moisture was evaporated by vapor when the frost penetration was dense and the frost impeded the vapor movement. The evaporation rates were steady and weak in this period, and soil moisture had slight impact on soil evaporation, especially XS and CS treatment with higher water content at the surface. The research is significant for preventing evaporation and the improvement of water-use efficiency.