To study the effect of temperature on the mechanical properties of a sand–structure interface, a temperature-controlled interface shear test system based on a triaxial instrument was developed by placing a cylindrical structure inside a triaxial soil sample and connecting them to two individual thermostat water baths. Sand–aluminum interface shear tests under effective cell pressures of 50, 100, and 200 kPa and temperatures of 6, 19, 32, and 45 °C were carried out to evaluate the thermal effects on the interface strength under drained conditions. Constant vertical force–stiffness coupled with a thermal load applied to the aluminum top before the interface shearing was also considered. The results show that the new apparatus can serve a variety of thermomechanical load paths, including maintaining a constant rate of displacement and a constant vertical force–stiffness on the structure top prior to the shearing process. The apparatus also has advantages over other interface shear devices in controlling drainage conditions and measurement of volume change and excess pore pressure. A comparison with the previous literature on interface shear strength verifies the results in this study. Different thermomechanical load paths applied on the interface supplement the insignificant thermal effect on the sand–aluminum interface shear strength. However, it is the first time that the displacement of the aluminum is observed to be related to thermal variations and independent of the magnitude of the vertical force.