The response of clayey materials to thermal variation has been the subject of extensive studies, given the wide range of engineering applications which involve subjecting soils to substantial temperature fluctuations. A number of hypotheses have been proposed to explain the volumetric changes induced in the clays as a result of temperature variations. Most associate the observed volumetric changes to re-orientation as well as changes in the clay microstructure, with no microstructural experimental evidences to date. The work presented in this note is a first attempt at studying the evolution of the internal structure of two types of clays, an Illite and a Kaolin, compacted dry of optimum, submerged until saturation, reconsolidated to various vertical effective stresses and then subjected to thermal loading. A series of thermal oedometer, mercury intrusion porosimetry (MIP) and tomography tests were conducted in order to induce, detect, and quantify microstructural alterations within the clay as a consequence of temperature changes. Results of heating and cooling tests on Illite showed a thermal contraction which could be attributed to the deformation/collapse of macro-pores in its dual-porosity structure assemblage. The magnitude of the observed contraction varied with the level of pre-imposed effective vertical stresses. Higher effective vertical stresses resulted in larger shear stresses at the contacts of clay-assemblages, and thus in easier deformation of the macro-pores. The Kaolin samples which presented a unimodal pore size distribution, with a relatively small dominant pore size (0.25 mu m), did not exhibit changes in the microstructure which could be captured by the MIP.