Energy pile is a new building energy saving technology with both heat exchange and load bearing functions. However, there are few studies aimed at heat transfer performance of energy piles under thermal-cold cycling treatment. In this paper, a novel test system is proposed and fabricated to investigate the heat transfer performance of precast single U concrete energy pile in sand by model test method. The test results show that heat transfer from pile to soil is more easily in the process of energy piles and the difference of temperature along the pile is small and distributed evenly. In addition, the influence range of soil temperature field under cold cycles is greater than the heat cycles. With the decrease of temperature difference between pile and soil, the heat transfer efficiency also decreases.