This paper introduces a thermo-hydro-mechanical finite element model for energy piles subjected to cyclic thermal loading. We address four particular features pertaining to the physics of energy piles: three-dimensionality, embedded heat exchangers, soil constitutive modeling and pile–soil interface. The model is designed to capture the strong coupling between all important physical and thermomechanical processes occurring in a concrete pile embedding U-tubes heat exchangers and surrounded by a saturated soil mass. It encompasses solid and fluid compressibility, fluid and heat flow, thermoplastic deformation of soil, buoyancy, phase change, volume change, pore expansion, melting point depression, cryogenic suction and permeability reduction due to ice formation. The model is distinct from existing energy pile models in at least two features: (1) it can simulate the detailed convection-conduction heat flow in the heat exchanger and the associated unsymmetrical thermal interactions with concrete and soil mass; and (2) it can simulate cyclic freezing and thawing in the system and the associated changes in physical and mechanical properties of the soil mass that likely lead to thermoplasticity and deterioration of pile shaft resistance. The performance of the model is demonstrated through a numerical experiment addressing all its features.