The paper describes the thermo-mechanical behaviour of an experimental pre-cast driven pile, properly instrumented and prepared to operate as a heat exchanger foundation element under the simultaneous action of mechanical and thermal loads. Firstly, in situ static vertical load tests were carried out to analyse the pile mechanical behaviour. Afterwards, two thermal tests were performed under constant mechanical load. The first thermal test was carried out to characterise the pile–ground system. By means of the second thermal test, the conditions of the pile in a geothermal installation of an office building operating in cooling mode were simulated. The influence of the thermal loads on the structural and geotechnical performance of the pile was subsequently analysed. Heating the pile leads to increases in axial and end-bearing loads, changes in shear stresses distribution and reduction of factors of safety for compressive ground resistance and for structural resistance of the pile.