Understanding the behaviour of soil-structure interfaces is critical for addressing the analysis and design of energy geostructures. In this study, the interface failure mechanism of energy piles (where a shear band is detached from the surrounding soil that behaves under oedometric conditions) is experimentally analysed in laboratory for saturated conditions. The choice of material (clayey soil and concrete), temperature range, and stress level is based on conditions that are likely to be encountered in practice. Specifically, cyclic thermal tests under constant vertical effective stress in oedometric conditions as well as constant normal stiffness (CNS) interface direct shear tests (in which samples have been subjected to thermal cycles between 10 and 40 °C) are presented. From a practical perspective, the results show very low volumetric strain variations and negligible effects on shear strength. The volumetric aspects do not appear to have significant impact on the shear resistance of the interfaces against cyclic thermal loads. Fundamental insight on the effects of thermal cycles on the concrete-soil interface behaviour which are relevant to energy piles are presented. In addition, the proposed interpretation procedure provides a basis for the standardisation of thermomechanical testing in geotechnical engineering.