This paper gives an overview of the pilot project “Edge Computing Underground!” and the key advantages of placing data centres underground. In this framework, the present work discusses an innovative and sustainable solution employed to reutilise and valorise heat resulting from the operation of such data centre. This solution resorts to a geothermal system embedded in the data centre that can continuously extract the heat produced by its operation and reuse such heat to meet the thermal energy consumption of built environments located nearby. From this perspective, the study highlights how data centres can be effectively transformed into energy “prosumers”, i.e., producers and consumers of energy, and actively contribute to the sustainable development of built environments.