Understanding the thermo-mechanical behavior of deep-water sediments is essential for the safe design of high-temperature oil/gas pipelines. In this study, a series of temperature-controlled triaxial tests was conducted to investigate the thermo-mechanical behavior of reconstituted deep-water sediments sampled from the South China Sea. The experimental results revealed the thermo-mechanical behavior of sediments was closely related to their thermo-mechanical loading paths and sodium chloride (NaCl) concentrations. The increasing rate of excess pore water pressure decreases with an increase in temperature increment, effective confining pressure, and overconsolidation ratio, regardless of NaCl concentration. For normally consolidated specimens, the undrained shear strength generally decreases as temperature increases. The undrained shear strength of specimens was lower under undrained heating and higher under drained heating than that at 5 °C, respectively. Factors such as thermal softening, thermal consolidation, and thermal-induced excess pore water pressure significantly impacted the undrained shear strength of sediments under isothermal, drained, and undrained heating conditions. Additionally, the undrained shear strength decreases with increasing NaCl concentration. The results highlighted that the critical state line is unique under varying loading paths and NaCl concentrations. Furthermore, the effect of changes in void ratio induced by NaCl solution on the shear strength of sediments was more pronounced than that of the intergranular stress.