Based on the small deformation assumption, the equations of the laterally loaded piles influenced by the axial load were established. The effect of axial load on the lateral response of piles was studied with parameter analysis. The analysis shows that internal force and deformation of laterally loaded pile under axial loading is actually closely linked with the values of axial and lateral loads. In general, the high level axial load should be focused on. It is more significant that the effect of axial load on the internal force and lateral deflection of the upper part of flexible piles, while there is little effect on deep of long-thin pile foundation. The effect of axial load on the lateral response of pile is the largest as coefficient form of subgrade reaction increases linearly, while the effect is minimal as coefficient form of subgrade reaction is a constant. Except in case of buckling, the changes of axial load along the pile direction have little influence on the magnitudes of deflection and moment. The assumption that the axial load is constant with depth can meet the requirements of engineering.