To provide a steel pipe pile for heat exchange, efficiently transferring heat in the ground to the interior of a pile and excellent in installation characteristics.

The steel pipe pile has a protrusion formed by winding a spiral blade for screw driving a pile having an outer diameter 1.5(the outer diameter of a pile body) and 3(the outer diameter of a pile body) around the outer circumference of the pile body by at least one turn, and the tip end of the pipe pile is closed. The pipe pile is embedded by pushing earth and sand along the side of the pile body by a rotary embedding method not producing surplus soil. Piping for heat exchange is installed in the hollow section of the pipe pile body.