Geothermal energy piles or ground heat exchange (GHE) systems embrace a sustainable source of energy that utilizes the geothermal energy naturally found inside the ground in order to heat and/or cool buildings. GHE is a highly innovative system that consists of energy loops within foundation elements (shallow foundations or piles) through which a heat carrier fluid circulates, enabling heat extraction or storage in the ground. Despite the innovation and potential of GHE systems, there are significant challenges in harmonizing their thermal and mechanical designs due to the complex interactions involved. This review critically examines state-of-the-art design methodologies developed to address these complexities, providing insights into the most recent advancements in GHE performance and design. Key findings include innovative techniques such as advanced numerical modeling to predict thermomechanical behavior, the use of different pipe configurations to optimize heat transfer, and strategies to minimize thermal stress on the foundation. Additionally, this review identifies research gaps, including the need for more comprehensive full-scale experimental validations, the impact of soil properties on system performance, and the long-term effects of thermal cycling on pile integrity. These insights aim to contribute to a better understanding of the thermomechanical behavior of energy piles, ultimately facilitating more accurate and effective design solutions.