The paper presents some of the advanced experimental techniques and apparatuses that have been developed by the authors for testing the hydro-mechanical behaviour of shales. A methodology established for the analysis of the water retention behaviour in non-isochoric conditions is introduced; the method allows for the determination of the main drying and wetting paths in addition to the volume change response upon total suction variations. A high-pressure oedometric cell is then presented; the apparatus allows for the analysis of the transition from the pre-yield behaviour to the normally consolidated state. The analysis of the settlement versus time curves yields information on the permeability of the material as a function of the void ratio. The test results are illustrated for two Mesozoic shales from the northern region of Switzerland, namely, the Opalinus Clay from Mont Terri and the so called “Brown Dogger” from the Schlattingen site in the Molasse Basin.