The effect of temperature on the monotonic and cyclic shearing response of a soil–structure interface is of critical importance for the application of thermal-active geo-structures. To investigate this, soils and soil–concrete interfaces were comprehensively tested with a temperature-controlled direct shear device under both fixed temperatures and thermal/mechanical cycles within the range of 2–38 °C. Monotonic and cyclic shearing with various boundary conditions, including constant normal load (CNL), constant normal stiffness (CNS) and constant volume (CV), were conducted to resemble the conditions that thermal-active-geo-structures may experience. The strength properties of the sand, clay, and sand–concrete and clay–concrete interfaces were partially influenced by heating and cooling under all boundary conditions. However, several effects were observed which could affect the performance of thermo-active structures. Heating cycles caused the clay–concrete interface to be overconsolidated, implying a lower excess pore pressure would be generated during shearing. The cyclic CNS tests suggested that the interface strength could degrade due to (thermally induced) cyclic shear displacements, with this effect strongly related to the state of the soil rather than the temperature directly. In these tests, the medium-dense sand–concrete interface degraded to almost zero shear strength after 5 cycles, whereas the clay–concrete interface asymptotically degraded to around 60% of its strength after 10 cycles.