Energy piles provide a sustainable solution for building heating and cooling while also serving as structural foundation elements. However, cyclic thermal loading can alter pile–soil interaction and affect the settlement response of surrounding structural piles, particularly in groups without pile-head restraint. This study investigates the thermo-hydro-mechanical response of unrestrained energy pile groups embedded in saturated clay, with emphasis on the interaction factor between thermally active piles and nearby structural piles. A three-dimensional numerical model was developed and verified against established thermal consolidation, single energy pile, and pile group case studies. The verified model was then used to examine the effects of pile diameter, length, spacing, and group size under two repeated thermal cycles. The results reveal a clear heating–cooling asymmetry, with greater thermal interaction during heating, indicating that pile expansion governed the maximum settlement interaction. During heating, the interaction factor was approximately 0.03–0.05, while during cooling it was lower, approximately 0.005–0.02. The geometrical variables acted in combination: increased spacing reduced pile-to-pile interaction, larger pile groups intensified the thermal influence, and longer piles reduced the interaction factor by about 61–68% during cooling and 47–52% during heating when pile spacing and diameter were kept constant. Heating generated compressive axial stresses in the energy piles, while cooling produced tensile stresses of comparable magnitude, highlighting the need to consider both phases in serviceability assessment. A simplified dimensionless expression is proposed for preliminary estimation of thermally induced settlement interaction in unrestrained energy pile groups.