Due to the relatively different mechanical and physical properties of soils and structures, the interface plays a critical role in the transfer of stress and strain between them. The stability and safety of geotechnical structures are thus greatly influenced by the behavior at the soil–structure interface. It is therefore important to focus on the unique characteristics that set the interface apart from other geomaterials while examining the interface behaviour. Understanding the physical mechanism and modelling principles of these interfaces becomes a crucial step for the secure design and investigation of soil-structure interaction (SSI) issues. Moreover, to deal with this soil-environment interaction problem, the classical soil mechanics formulation must be progressively generalised in order to incorporate the effects of new phenomena and new variables on SSI behaviour. Considering the variety of energy geostructures that are emerging nowadays, it is crucial to comprehend the thermo-hydro-mechanical (THM) behaviour of the interface. The objective of this study is to fill this information gap as concisely as possible. A critical review is provided along with the state-of-the-art information on the thermo-hydro-mechanical behaviour of the soil-structure interface, including testing tools and measurement methods, basic principles and deformation mechanisms, constitutive models, as well as their applications in numerical simulations. This study explains how loading influences the mechanisms at the interface and critically examines the effects of boundary conditions, soil properties, environmental factors, and structure type on the THM behaviour of interface zones between soils and structural elements. The validity and reliability of the interface shear stress-displacement models are also covered in this paper. Lastly, the trends and recent advancements are also recommended for the interface research.