This study focuses on the analysis of the energy performance and economic feasibility of so-called tunnel energy segmental linings: an innovative technology that couples the structural support role of the tunnel lining with the heating-cooling role of the heat exchanger harvesting both shallow geothermal and aerothermal energies. The work is based on three-dimensional time-dependent thermo-hydraulic finite element analyses of a real case-study and presents a sensitivity investigation on the energy performance of energy segmental linings for a variation of the following design solutions: (i) pipe configuration, (ii) heat carrier fluid flow rate and (iii) pipe distance from the tunnel intrados. Selecting the smaller pipe diameter for a pipe layout perpendicular to the tunnel axis involves installing a configuration with the higher pipe length per segment and represents the optimal solution in terms of thermal power harvested per unit lining surface. Increasing the heat carrier fluid flow rate to increase the turbulence in pipes represents an effective approach to improve the energy performance, with a decreasing effectiveness for a successive increase of the heat carrier fluid flow rate. Decreasing the distance between the pipes from the tunnel intrados significantly improves the energy performance, with an increasing effectiveness for a successive increase of the heat carrier fluid flow rate. The previous design solutions markedly influence the capital investment and operation costs of thermal power plants resorting to energy tunnels. For the same site conditions but different design solutions, these plants may not be considered economically attractive, with the most profitable application that is not necessarily associated with the design involving the highest harvested thermal power via the geostructure. Based on the results of this research, energy segmental linings appear a breakthrough technology for the renewable energy supply of the built environment when properly analysed and designed.