The hydro-mechanical behaviour of shales is becoming an important issue in current energy-related geomechanical investigations, such as CO2 sequestration, extraction of gas shale and nuclear waste geological storage. Within this last context, an experimental study of two deep claystone formations from a Mesozoic sequence in Northern Switzerland (Opalinus Clay and ‘Brauner Dogger’), considered as candidate host rocks in the Swiss program for deep geological disposal of radioactive waste, has been performed. The experimental program intends to characterise their hydro-mechanical behaviour and to analyse gas migration issues by paying particular attention to the volume change response of these initially water saturated materials along gas injection and dissipation process.