To investigate the thermal effect on soft clay, a novel local temperature-controlled device is presented based on an advanced dynamic triaxial testing system. Then, a calibration study is carried out to verify the robustness and effectiveness of the designed temperature-controlled apparatus. Preliminary tests show that the developed apparatus can achieve temperature uniformity with a temperature control ranging from −16°C to 80°C with an accuracy of 0.1°C and temperature uniformity. In addition, the heating and cooling speeds are in the range of 0°C∼1.117°C/min and −0.533°C∼0°C/min, respectively. Finally, the temperature-controlled apparatus is employed to investigate the axial cumulative plastic strain and cumulative pore pressure of soft clay through cyclic triaxial tests from low temperatures to high temperatures. A negative relationship is found between the axial plastic strain and temperature. Similarly, the temperature shows a significant effect on the cumulative excess pore water pressure mainly when N > 3,000, and a negative relationship between R_us and the temperature is also found.