According to the variation features of the compressed air pressure and temperature in the underground cavern of a compressed air energy storage plants, pilot cavern located in Pingjiang was investigated to explore the spatial distribution and variation process of temperature, stress and deformation in each structural component during charging and discharging process using thermo-mechanical coupling theory. The influence of the sealing material performance on the mechanical response of the underground cavern was also discussed. The results show that the temperature field in the sealing layer and concrete inner liner varies significantly due to the heat exchange between the compressed air and the cavern wall during charging and discharging process, while the temperature field in the surrounding rock changes slightly. The stress and displacement of the structural layers fluctuate significantly during charging and discharging process. The difference of the sealing material performance can significantly influence the mechanical response of sealing layer, concrete inner layer and surrounding rock. Fiber reinforced plastics was suggested to be the sealing material for Pingjiang shallow pilot cavern.