Pile heat exchangers are traditional foundation piles with built in heat exchangers. As such, the footing of the building both serves as a structural component and a heating/cooling supply element. The existing geotechnical design standards do not consider the nature of thermo-active foundations and, therefore, there is a need to develop guidelines to design them properly. This paper contributes by studying the thermo-mechanical behavior of the precast piles which are 15-meter long and have a quadratic cross section and a W-shape pipe heat exchanger. This article aims to numerically assess the additional changes in the pile load transfer generated by its heating and cooling. In addressing this objective, a preliminary multi-physical finite element analysis is conducted which serves as a tool for exploring: i) the thermally induced mechanical stresses within the concrete and on the pile-soil axial and shaft resistances; ii) the maximum upward/downward displacements. A one-year time span is considered under operational and extreme thermal boundary conditions. The results show that a typical geothermal utilization of the energy foundation does not generate significant structural implications onthe geotechnical capacity of a single energy pile. However, ground thermal loads need to be considered in the design phase to account for potential extreme temperature changes, which could generate thermal stresses that equalize the mechanically generated ones.