The axial and radial thermal responses of a cast-in-place energy pile, 10 m long and 0.6 m in diameter, installed in unsaturated sand under a six storey building are examined during a heating–cooling cycle. The instrumentation in the pile was configured to compare radial and axial thermal responses at the same elevations and to evaluate the temperature and axial thermal stress distribution across the cross-sectional area of the pile. The magnitudes of the axial thermal strains were more constrained than the radial thermal strains at all depths, leading to the development of axial and radial thermal stresses of up to –4.5 and –0.015 MPa, respectively, for a change in average pile temperature of 24.1 °C. The magnitudes of the radial thermal stresses with changes in pile temperature were significantly lower than the axial thermal stresses at all depths of the pile, indicating that the radial thermal expansion had negligible effects on the development of axial thermal strains and stresses. The temperature distribution over the cross section of the pile showed low variations at all depths, indicating that it would be justified to consider a uniform temperature distribution at least in piles of similar dimensions and with even heat exchanger layouts.