A frost damage proofed pile for installment in a frigid district where the pile is subjected to a freezing and frost heaving force, such as permanently or seasonally frozen soil terrain. A tubular sheath member is fitted over the pile surface and has a length longer than the thickness of an active or seasonally frozen soil layer of the terrain in which the pile is installed. At least a portion of said length of the pile is formed as an extensible section, and at least the lower end of said sheath member is secured to the pile at or below a position corresponding to the bottom region of said active or seasonally frozen soil layer. A fluid material is filled in a space defined between the pile and the sheath member. The frost heaving force caused to exist upon freezing of the active or seasonally frozen soil layer as well as negative friction caused to exist in summer are inhibited from affecting the pile due to sliding of the sheath member relative to the pile.