A novel application of retaining wall anchors as heat exchangers is proposed as an alternative or complement to pile geothermal exchangers. A full-scale in-situ study using anchors and piles was performed. Thermal response tests (TRT) were carried out in both types of systems. The installation process of the heat exchanger anchor is shown and results of the in-situ tests are compared in terms of their thermal parameters and performance. We demonstrate that the installation of required pipes is possible in the anchors with no mechanical interference during its installation and after anchor tensioning. The results show that the use of heat exchanger anchors is a valid alternative, with thermal performance similar to more common energy piles.