The objective of this study is to unravel the modification mechanism of a coupling agent on the water sensitivity of phosphogypsum asphalt mortar. The adhesion process of phosphogypsum asphalt mastic modified with three kinds of coupling agents (KH-550, KH-570, and CS-101) and raw phosphogypsum to the aggregate minerals was simulated based on the molecular dynamics software, Materials Studio 2020, and the water film layer was considered along the simulation. When the three coupling agents were added, the interfacial adhesion work gradually increased with the increase of modified phosphogypsum dosage, and the trends of each model were relatively similar. With the increase of simulation time, the mean square displacement of water molecules of the three interfacial models showed different trends, and the increasing trend rank was unmodified phosphogypsum > KH-550 > KH-570 > CS-101. The diffusion coefficient of the water molecular layer of asphalt mastic modified with CS-101 coupling agent in phosphogypsum shows a significant decrease with the increase of CS-101-modified phosphogypsum (more than 5% mass ratio to asphalt). Compared to raw phosphogypsum asphalt mortar, the addition of coupling agents can significantly limit the diffusion of water molecules and effectively improve the interfacial adhesion work, in which CS-101 coupling agent has the best effect, followed by KH-570 and KH-550.