To address the limitations of existing methods for measuring thermomechanical parameters of submarine sediments in practical engineering surveys, a heat flow cone penetration testing (HF-CPT) system was developed for in-situ marine engineering applications. A modular thermal flow sensor was designed and integrated with CPT to enable simultaneous acquisition of thermal and mechanical parameters. Laboratory tests were conducted to measure the thermal conductivity of both artificial and natural heat-transfer media, and field in-situ trials were carried out to validate the effectiveness and accuracy of the HF-CPT system. The results demonstrate that the HF-CPT system can synchronously perceive the thermal and mechanical properties of soils in-situ. When the heating time is less than 180 s, the transient infinite line heat source model provides accurate interpretations of thermal conductivity. Compared with thermal probe measurements, the interpretation errors for heating-cooling data in laboratory tests are generally within ±30%. Three testing schemes tailored to different survey requirements were proposed. Field in-situ verification showed that the interpreted thermal conductivity values from all schemes deviated from thermal probe measurements by within ±10%. This research provides technical support for integrated in-situ testing of thermomechanical parameters in marine sediments.