It’s of great significance for engineering practice to study the variation of pore water pressure increment and effective radial stress at the pile-soil interface caused by jacked pile-sinking in saturated clayey soil. Embedded installation of micro test elements on the surface of the open and closed piles was realized. Then the effective radial stress of the pile-soil interface considering the increase of pore pressure was successfully obtained by using large-scale model test system and double-walled open and closed model pipe pile. The results show that the excess pore water pressure and effective radial stress of pile-soil interface increase with the embedded depth. The excess pore water pressure at the pile-soil interface of closed pile is greater than open pile. The excess pore water pressure and effective radial stress of upper part of pile is less than lower part of pile. At the same depth of penetration, with the increase of h/L of the pile body, there is a phenomenon of lateral pressure “degradation” in the soil pressure of the pile-soil interface. Under specific test conditions, the maximal ratio of excess pore water pressure of pile-soil interface and effective pressure of superimposed soil of open and closed pile are 61.2% and 52.1%. The effective radial stress of the pile-soil interface is 3.76-5.46 times of excess pore water pressure. Therefore, the change of excess pore water pressure and effective earth pressure of pile-soil interface are related to variation of pile locations of h/L at different penetration depths.