Let $s,m$ be the positive integers and $p$ be any prime number. Next, let $GR(p^s,p^{sm})$ be a Galois ring of characteristic $p^s$ and cardinality $p^{sm}$. In the present paper, we explore the construction of Cauchy MDS matrices over Galois rings. Moreover, we introduce a new approach that considers nilpotent elements and Teichmüller set of Galois ring $GR(p^s,p^{sm})$ to reduce the number of entries in these matrices. Furthermore, we construct $p^{(s-1)m}(p^m-1)$ distinct functions with the help of Frobenius automorphisms. These functions preserve MDS property of matrices. Finally, we prove some results using automorphisms and isomorphisms of the Galois rings that can be used to generate new Cauchy MDS matrices.