This paper studies the available energy of capillary heat exchanger systems (CHEs) in coastal areas. Compared with conventional ground source heat pump systems (GSHPs) with horizontal and vertical pipes used for storage and utilising thermal energy, CHEs is proposed to have a good performance in energy storage. The local soil temperature changed during operating period of capillary. The Influence of different burial conditions were analysed by the available energy efficiency of CHEs in summer and winter respectively. Results showed that the change of ambient temperature had a significant effect on exergy increment in capillary. With the increase of buried depth, the power consumption of the pump was obviously increased. When buried depth of the capillary was larger than 1.0 m, it was not economic to improve available energy efficiency by increasing the burial depth. In addition, for evaluating the available energy efficiency of CHEs, exergy efficiency was put forward for making comparison between GSHPs with horizontal pipe and the GSHPs with capillary as front part to extract energy based on the same cooling and heating demand. The total energy utilisation efficiency of CHEs was more than 70% in both summer and winter conditions. The results would provide theoretical guidance to utilisation of CHEs in coastal areas rationally.