In this study, the influence of cyclic thermal loading on the mechanical response of an energy pile installed in saturated clay subjected to sustained combined axial/horizontal mechanical loading was investigated using physical modelling. After completion of the soil saturation process and prior to starting the thermo-mechanical loading, the pile fixation was released inducing pile head heave. When the rate of pile head heave became small, the model pile was subjected to compression axial loading of 100 N (i.e. 20% of the estimated ultimate axial load) followed by horizontal loading of 35, 71 and 109 N (corresponding to accumulative pile head horizontal displacements of 4, 7 and 12% of pile diameter) before subsequent 15 heating–cooling cycles. The results indicated that imposing heating–cooling cycles to the pile resulted in irreversible horizontal displacement, accumulating at a reducing rate as the number of thermal cycles increased. By the end of the 15th cycle, the accumulated irreversible horizontal displacement was estimated at 0·57, 1·15 and 1·84% of pile diameter under the horizontal loads of 35, 71 and 109 N, respectively. Reversely, thermally induced pile head axial displacement at the end of the 15th cycle is practically insignificant (smaller than 0·1% of pile diameter).