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In this paper, a two-dimensional (2D) thermo-hydro-mechanical dynamic (THMD) coupling analysis in the presence of a half-space medium is studied using Ezzat’s fractional order generalized theory of thermoelasticity. Using normal mode analysis (NMA), the influence of the anisotropy of the thermal conduction coefficient, fractional derivatives, and frequency on the THMD response of anisotropy, fully saturated, and poroelastic subgrade is then analyzed with a time-harmonic load including mechanical load and thermal source subjected to the surface. The general relationships among the dimensionless physical variables such as the vertical displacement, excess pore water pressure, vertical stress, and temperature distribution are graphically illustrated. The NMA method does not require the integration and inverse transformation, increases the decoupling speed, and eliminates the limitation of numerical inverse transformation. The obtained results can guide the geotechnical engineering construction according to different values of load frequency, fractional order coefficient, and anisotropy of thermal conduction coefficient. This improves the subgrade stability and enriches the theoretical studies on thermo-hydro-mechanical coupling.