Modified cement mortar was prepared by incorporating a superabsorbent polymer (SAP) with two kinds of dosing state, dry powdery SAP and swelled SAP (where the SAP has been pre-wetted in tap water), respectively. The mechanical properties, drying shrinkage and freeze-thaw resistance of the mortars were compared and analyzed with the variation of SAP content and entrained water-to-cement ratios. Additionally, the effect of SAP on the microstructure of mortar was characterized by scanning electron microscopy (SEM). The results indicate that agglomerative accumulation is formed in the voids of mortar after water desorption from SAP and there are abundant hydration products, most of which are C-S-H gels, around the SAP voids. The incorporation of the powdery SAP increases the 28 d compressive strength of the mortars by about 10% to 50%, while for the incorporation of swelled SAP, the 28 d compressive strength of the mortar can be increased by about -26% to 6%. At a dosage of 0.1% SAP and an entrained water-cement ratio of 0.06, the powdery SAP and the swelled SAP can reduce the mortar shrinkage rate by about 32.2% and 14.5%, respectively. Both the incorporation of powdery and swelled SAP has a positive effect on the freeze-thaw resistance of cement mortar. In particular, for powdery SAP with an entrained water-to-cement ratio of 0.06, the mass loss rate after 300 cycles is still lower than 5%.