This paper discusses the influence of embedment depth and embedded medium on the behaviour of laterally loaded large diameter steel tubular piles with relatively large moment loads based on centrifuge model tests under cyclic lateral loading. Embedded media tested were Toyoura sands with 80% and 95% relative densities, and a soft sand rock. From the loading tests, two failure modes of the pile foundation were observed, i.e., ground failure and pile structural failure depending on the embedment depth and ground strength. Due to the large moment load and rigidity in the embedded portion, the latter failure mode tends to dominate in hard mediums. For the pile with relatively small embedment depth, the increase of embedment depth can increase the lateral and moment resistance. However, as the embedment depth increases, the effect of the depth becomes less significant, especially for ultimate resistance due to the pile structural failure. “Optimum embedment depths” over which the increase of horizontal resistance becomes less are, depending on the initial lateral stiffness and ultimate bearing capacity, shallower for that of the stiffness than the ultimate bearing capacity. From the abovementioned observations, it was confirmed that the determination of the rational embedment depth considering given conditions is the most critical step in the design of this type of pile foundation.