In engineering practice, energy pile foundations are often designed for the lifetime of the building. Thermal exchange between a pile and the surrounding soil depends on the annual energy needs of the building, as heating mode in winter and cooling mode in summer. Thus, energy pile foundations will undergo a heating-cooling cycle per year. In the present work, an experimental method based on a small-scale pile model installed in saturated clay was used to study the thermo-mechanical behaviour of energy pile under thermal cycles. 30 cycles were applied (to represent a 30-year period if we neglect the daily cycles) while the pile head load was maintained constant. Four tests were performed corresponding to pile head loads equal to 0, 20%, 40% and 60% of pile resistance. The results obtained show the increase of irreversible pile head settlement with the thermal cycles. In order to better interpret the experimental results, the finite element method is used to simulate numerically the experiments. That allows highlighting the important role of pile thermal contraction/expansion in the pile/soil interaction under thermo-mechanical loading.