To study the hydrothermal-mechanical coupling characteristics of pile-anchor supporting deep foundation pit surface settlement in seasonal frozen loess areas, the temperature field equation, moisture field equation, and stress field equation in seasonal frozen loess areas were established. The solid-liquid ratio formula was introduced to obtain the coupled equations of temperature and moisture fields. The PDE interface in COMSOL was used for secondary development and the changes in soil temperature and moisture under hydrothermal coupling were calculated and used as boundary conditions for stress field calculations. A numerical model of hydrothermal-mechanical coupling for pile-anchor supporting was established, and compared with model tests and simulation values considering only temperature changes to verify the correctness and superiority of the numerical model. The results show that compared with the surface settlement obtained by considering only temperature fields, the data calculated by the hydrothermal-mechanical coupling model were more consistent with the measured data. Compared with traditional coupling methods, the direct coupling + indirect coupling method is easier to simulate the coupling of hydrothermal forces, and the results are in line with engineering practice. The model can better predict the corresponding changes in maximum freezing depth and surface settlement of pile-anchor supporting in seasonal frozen loess areas. In establishing pile-anchor supporting engineering in seasonal frozen loess areas, it is not possible to consider only changes in individual conditions or to consider them comprehensively. Instead, the most important influencing factors should be determined based on local conditions to simplify the model and meet the requirements of practical engineering.