To investigate the deformation of pile-anchor support structures and surface settlement mechanisms in deep loess pits within seasonally frozen regions, a hydro-thermal-mechanical coupling model was proposed. This model simultaneously considers moisture migration, ice-water phase transitions, water replenishment effects, and temperature variations. The coupling solution was implemented using COMSOL. By comparing results from model experiments with two-field and three-field coupling numerical calculations, the effects of temperature and moisture content on the support structure were systematically analyzed under both two-field and three-field coupling conditions. Additionally, the characteristics of earth pressure, anchor rod axial force, and sur-face settlement under different coupling field conditions were studied. The results indicate that changes in moisture content and temperature, respectively, result in a 1.3-fold and 2.4-fold increase in maximum pile-side earth pressure, a 1.4-fold and 2.26-fold increase in maximum anchor rod axial force, and a 1.8-fold and 1.7-fold increase in maximum surface settlement. The values calculated by the hydro-thermal-mechanical coupling model exhibited an error of no more than 1% when compared to experimental results, significantly outperforming the two-field coupling model. Detailed descriptions of the variations in earth pressure, anchor rod axial force, and surface settlement with changes in temperature and moisture content are provided, offering valuable references for similar engineering projects in the future.