As a potential host rock for deep geological disposal of radioactive waste, the Callovo-Oxfordian and Opalinus clay rocks have been extensively investigated in the laboratory with respect to deformation under various thermo-hydro-mechanical conditions: (1) stresses covering the range from the initial lithostatic state to redistributed levels after excavation, (2) humidity variations representing ventilation during operation of tunnels as well as water migration from the far-field and (3) heating from ambient temperature up to 100 °C and a subsequent cooling phase. For these highly consolidated clay rocks, a new concept is theoretically derived to explain the effective stress in the particle matrix and experimentally confirmed. The mechanical deformation of the clay rocks is determined by means of short- and long-term compression experiments on quasi water-saturated samples at ambient temperature. Reponses of the clay rocks to humidity changes are examined by drying and wetting the samples under different loading conditions. Thermal effects are studied by heating and cooling the stressed samples under drained and undrained conditions. The main findings are presented and discussed in this paper.