Energy piles play dual roles of structural load bearing and heat exchange with shallow geothermal energy. Based on a pile foundation construction project for gymnasium engineering in Zhoukou city, five field tests were carried out to study the thermomechanical responses of a prestressed high-strength concrete pipe pile (PHC)-based energy pile under cooling conditions. The pile head load versus displacement, temperature, stress, side friction resistance, and heat exchange performances of the PHC pile under different conditions were analyzed. Failure test results indicated that thermal deformation between the pile and the soil occurred due to the application of cold load to the PHC pile, causing a slight increase in pile head settlement. Field tests revealed that the bearing stiffness of the energy pile was greater than that of the engineering piles; thus, the PHC energy pile did not reduce the bearing capacity of the engineering piles. The effects of temperature on the ultimate bearing capacity of the PHC energy pile were also investigated. A negative friction resistance occurred near the pile base under cooling conditions, and the neutral point was located at a depth of about 8 m. The heat exchange performance in the intermittent mode was better than that in the continuous mode, and the longer the intermittent time of the energy pile, the better the heat exchange performance.