Cooling towers and internal reservoirs are two conventional heat transfer methods used in protection engineering. However, they have the drawbacks of easy exposure and limited capacity. Although the traditional ground source heat pump system can become a new heat transfer method, its high installation cost and space requirements are obstacles to the development of this technology. To address this problem, the heat exchange pipe of the ground source heat pump system being directly laid in the tunnel lining was proposed in this study. A heat transfer performance test platform for a lined buried pipe heat exchanger based on an arch tunnel was built, and the water velocity, wind velocity, and temperature of each measuring point were recorded under appropriate working conditions. The effects of the inlet water temperature, inlet water velocity, ventilation velocity, and initial soil temperature on the heat transfer performance were analyzed. The results have shown that the heat transfer performance of the tunnel reached its maximum when system operation commenced and then decreased gradually with time, and the rate of decrease gradually slowed. Along the radial direction of the tunnel, the shorter the distance to the buried heat exchanger, the greater the increase in soil temperature, and the shorter the time for the temperature to reach the peak value. As the distance increased, the temperature gradient gradually decreased. Along the circumferential direction of the tunnel, the lining temperature on the inlet side of the buried heat exchanger was higher than that on the outlet side. The temperature distribution on both sides of the symmetrical surface of the tunnel was not uniform, resulting in additional temperature stress in the horizontal direction. The time required for the heat transfer capacity of the tunnel to return to its initial value was approximately eight times that of the system. Compared with the ventilation and water velocities, the inlet water temperature and initial soil temperature had a greater impact on heat transfer. The heat-transfer law of an arch tunnel differs from that of a circular tunnel. There were some deviations when comparing the experimental data of the circular tunnel with those of the actual arch tunnel.