The evaluation of thermo-hydro-mechanical (THM) coupling response of clayey soils has emerged as an imperative research focus within thermal-related geotechnical engineering. Clays will exhibit nonlinear physical and mechanical behavior when subjected to variations in effective stress and temperature. Additionally, temperature gradient within soils can induce additional pore water migration, thereby resulting in a significant thermo-osmosis effect. Indeed, thermal consolidation of clayey soils constitutes a complicated THM coupling issue, whereas the theoretical investigation into it currently remains insufficiently developed. In this context, a one-dimensional mathematical model for the nonlinear thermal consolidation of saturated clay is proposed, which comprehensively incorporates the crucial THM coupling characteristics under the combined effects of heating and mechanical loading. In current model, the interaction between nonlinear consolidation and heat transfer process is captured. Heat transfer within saturated clay is investigated by accounting for the conduction, advection, and thermomechanical dispersion. The resulting governing equations and numerical solutions are derived through assuming impeded drainage boundaries. Then, the reasonability of current model is validated by degradation and simulation analysis. Subsequently, an in-depth assessment is carried out to investigate the influence of crucial parameters on the nonlinear consolidation behavior. The results indicate that increasing the temperature can significantly promote the consolidation process of saturated clay, the dissipation rate of excess pore water pressure (EPWP) is accelerated by a maximum of approximately 15%. Moreover, the dissipation rate of EPWP also increases with the increment of pre-consolidation pressure, while the corresponding settlement decreases. Finally, the consolidation performance is remarkably impacted by thermo-osmosis and neglecting this process will generate a substantial departure from engineering practice.