Understanding the adhesion behavior of clay-steel interface with different temperature variations is fundamental for safety in engineering and is, therefore, an important consideration in structural design. In this paper, based on a newly designed temperature-controlled interface shear device, a series of thermal consolidation tests and interface shear tests were carried out by adopting different thermal histories, including isothermal conditions and heating-cooling cycle conditions. To reveal the mechanism of thermal action on tangential adhesion strength, the pore water pressure of clay specimens during thermal consolidation was recorded. The test results showed that the shearing curves of clay-steel interface exhibited an ideal elastic-plastic behavior. Each shearing failure envelope followed Mohr-Coulomb failure criterion and could be described by two fitted parameters: the adhesion and the external friction angle. Correspondingly, the adhesion decreased linearly with temperature in the range of 20 degrees C and 80 degrees C and increased exponentially with void ratio. A 3D-surface regression relationship between these three parameters (adhesion, temperature, and void ratio) was established. The effect of temperature changes on the adhesion can be thoroughly understood using a fluid film theory that describes the interface capillary forces. The external friction angle and the void ratio showed a piecewise linear relationship, and no significant correlation between the external friction angle and the temperature was observed. A limited increase in the tangential adhesion strength was observed in isothermal conditions, while a significant increase was found in heating-cooling cycle conditions, especially when the specimen cooled down.