This study aims to comprehensively explore the thermomechanical characteristics of energy pile-raft foundations through in situ full-scale field tests. The foundation of interest was subjected to the joint effect of building loading and cooling thermal loading. The temperature, strain, and stress variability in both the employed pile and raft were measured and analysed. The basement of the building acted as an insulator, and the near-surface ground temperatures under the basement were affected less by seasonal changes in the air temperature. The stabilized heat exchange rate of the energy pile was approximately 75.0 W/m. The overlying raft and building at the pile head and the expanded foot and sandstone at the pile toe imposed greater restraints than those observed at other parts of the pile. The thermally induced stress per centigrade near the pile head and toe was approximately −0.160 MPa/°C and −0.202 MPa/°C, respectively. The thermally induced stresses of this kind of pile were mostly stabilized after 16 days of heating operation. When the pile was under thermomechanical loading, the axial tensile stress was mobilized along the lower half of the pile, and the maximum measured tensile stress was approximately 0.25 MPa, which did not exceed the tensile strength of the employed concrete. The cooling (contracting) of the energy pile also influenced the nearby raft. The raft temperature decreased by 6.2 °C, and the additional tensile stress was approximately 0.88 MPa (40.0% of the upper bound).