When energy piles serve as foundation pit support, slope anti-sliding, and foundation reinforcement near slopes, the coupling effect of horizontal loading and thermal loading needs to be considered. Studies have investigated the mechanism of axially load-bearing energy piles in symmetric environments, but analyses of the behaviour of horizontal load-bearing energy piles in complex asymmetric environments are lacking. This study investigated the thermomechanical responses of an energy pile in plateau environments, with an emphasis on slope-induced effects within cobble-dominated stratigraphic layers. By analysing hysteresis phenomena under continuous and intermittent thermal loading strategies, the evolution of temperature change and cross-sectional stresses was examined, and the corresponding bending moments were referred to. Under heating conditions, the change in the bending moment state is influenced by the combined effects of the cross-sectional temperature difference, pile–soil constraint state, and pile/soil stress state. The bending moment of the slope-proximity pile is redistributed, considering that the second-order effect caused by thermal restraint stress dominates the behaviour at the pile middle. Derived from the recoverable behaviours of the pile, the pile–soil interaction can be considered thermoelastic in this plateau area.