This paper presents the findings of a laboratory investigation of the thermomechanical behaviour of anisotropic rock. The tests were performed on natural (Tournemire shale) using triaxial cells modified to control and to go to high temperature. The range of temperatures that were investigated is from 20° to 250°C (20, 100, 150, 200 and 250 C°), and the range of confining pressures is from 0 MPa to 20MPa (0, 5, 10, and 20 MPa). The influence of temperature on their mechanical behaviour was investigated for drained tests, and anisotropic elastic response and plastic deformation have been investigated. It seems that, the thermo-mechanical behaviour of the Tournemire shale is anisotropic and strongly depends on confining pressure and loading orientation at the applied temperature. Hydrostatic compressibility tests (in the perpendicular orientation θ =90°) allowed to present the thermal effect on the mechanical behaviour of this rock. In this range of temperatures, the deformability and strength of this rock were found to be strongly dependent of temperature.