The Ground Source Heat Pump (GSHP) system has been regarded as the most effective heating and cooling system that uses geothermal energy to improve the thermal performance of heat pump and reduce energy consumption. For inducing heat exchange with ground, closed-loop vertical Ground Heat Exchangers (GHEXs) in the underground are generally coupled with heat pump units. Since conventional GHEXs are commonly constructed adjacent to the target buildings, they require additional borehole drilling and extra construction area, which causes a relatively high construction cost. Meanwhile, an energy pile can be an economical alternative to the conventional GHEXs, because it can significantly reduce initial construction costs by encasing heat exchange pipes inside existing pile foundations. In this paper, comprehensive study on the construction and design method for cast-in-place energy piles was carried out. First, six cast-in-place energy piles, which contain various configurations of heat exchange pipes, were constructed in a test bed. In order to investigate the thermal performance and thermo-mechanical behavior of cast-in-place energy piles, a series of in-situ tests (i.e., thermal response tests, thermal performance tests, and thermally-induced stress evaluation) were performed. From the results of in-situ tests, significant influence factors and overall procedure for designing and constructing cast-in-place energy piles were suggested. Finally, two-year heating and cooling operations for an office space were continually monitored to experimentally verify the applicability of cast-in-place energy piles. In addition, the economic feasibility of cast-in-place energy piles compared to the conventional GHEXs was evaluated.