Energy piles are often partly or fully embedded in unsaturated soils. Design of energy piles assuming the surrounding soil is dry or fully saturated may lead to underestimation or overestimation of their performance, in terms of heat exchange efficiency as well as structural stability. To achieve a safe and efficient design of energy piles in unsaturated soils, it is crucial to quantify the coupled hydro-thermal (HT) processes involved in unsaturated soils subjected to non-isothermal conditions. Studies focusing fundamentally on the critical TH multiphysical processes surrounding energy piles are scarce, especially for unsaturated soils. Much of the literature on energy piles in unsaturated soils employ simplified conduction–convection heat transfer in porous media using the saturation-dependent thermal conductivity for their simulations while avoiding detailed mass and heat transfer and without any emphasis on vapor transport and latent heat transfer. This study discusses the coupled multiphysics processes in unsaturated soils with careful attention on the effect of vapor transport and latent heat transfer. Overall, the study proposes a numerical modeling scheme for unsaturated soils under non-isothermal conditions and provides a detailed analysis of the heat and moisture migration in unsaturated coarse sand.