The combination of phase change materials (PCMs) with building materials is a flourishing technology owing to the low-temperature change of the materials during phase change and the potential for enhanced heat storage and release. In this study, a new type of PCM energy pile, in which 20 stainless steel tubes (22 mm in diameter and 1400 mm in length) filled with paraffin were bound to heat exchange tubes, was proposed. An experimental system monitored by a fiber Bragg grating (FBG) to study the thermo-mechanical behavior of energy piles and surrounding soil was established. Both the PCM pile and the ordinary pile, with the same dimensions, were tested under the same experimental conditions for comparison. The results indicate that the temperature sensitivity coefficient calibration results of the FBG differ from the typical values by 8%. The temperature variation is more obvious in the ordinary pile and surrounding soil. The maximum thermal stress of the ordinary energy pile is 0.5~0.6 times larger than that of the PCM pile under flow rates ranging from 0.05 m3/h to 0.25 m3/h. The magnitudes of the pore water pressure and soil pressure variations were positively correlated with the flow rates.