Torpedo piles are widely used as anchoring systems in offshore structures due to their simplicity, low cost, and ease of installation. However, their limited vertical holding capacity requires operation under inclined loads to achieve the desired resistance, resulting in undesirable congestion of anchor lines in the production zone. This study investigates thermal consolidation as a strategy to enhance the vertical capacity of torpedo piles by using the pile itself as a heat source. Heating fine-grained soils, such as marine clays, generates a temporary increase in pore pressure which, upon dissipation, induces thermal consolidation around the pile and improves its holding capacity. Geotechnical centrifuge tests were performed to assess the influence of thermal gradients on soil mechanical behavior and soil–torpedo interaction. The results indicate a significant increase in undrained shear strength, as confirmed by T-bar tests, demonstrating the potential of thermal treatment to improve anchoring performance.