Exploitation of the shallow geothermal energy has gradually become a key topic in geotechnical engineering at home and abroad with the rapid development of renewable energy and geothermal heat pump technologies. However, the theory of the shallow geothermal energy falls far behind its application. In particular, the mechanism of soil under the complex coupling of stress and temperature fields remains unclear. For a single soil such as sand, clay, and silt, some results have been found by carrying out the temperature-controlled experiments and proposing the related thermal constitutive models. A certain understanding of the thermodynamic characteristics of soil is got. To promote more comprehensive and in-depth thermal behavior of soil and contribute to more practical promotion and application of the thermal constitutive model in energy engineering, this paper firstly summarizes the experimental research on the thermomechanical properties of soil. Then, the domestic and foreign research progress and status quo of thermomechanical constitutive relations of soil, based on different theoretical frameworks, are reviewed in detail. Thereafter, the application of these thermomechanical constitutive relations in practical engineering is introduced briefly. Finally, suggestions in further research are made, and the development trend of the thermomechanical constitutive relation of soil is discussed and prospected, in view of current existing problems.