Shales are involved in energy-related applications such as the extraction of shale gas, the CO2 storage and the nuclear waste disposal. In these contexts, fundamental issues come along with the multiphysical conditions in which shales are found, where mechanics, temperature, chemistry and unsaturated conditions play a relevant role. This thesis analyses, theoretically and experimentally, the multiphysical behaviour of Swiss shales: retention capacity, hydro-mechanical behaviour, thermo-mechanical response and chemo-mechanical processes are investigated. An advanced experimental methodology to analyse the retention behaviour of shales is presented. The existence of main wetting, drying and scanning paths is investigated, together with the hysteresis domain, the volume change induced by suction variations, and the dependency of the air entry value on porosity. The generation of excess pore water pressure due to changes in stress is a concern during tunnel excavations and drilling operations, therefore, the consolidation of shales must be analysed. This thesis describes an apparatus designed to perform high-pressure oedometric tests in multiphysical conditions, and an analytical model which allows to gather information on the coefficient of consolidation, stiffness, poroelastic properties, secondary compression and permeability. Remoulded shales behaviour is compared to the intact shales response, in order to analyse the impact of diagenesis. The results highlight greater stiffness, lower porosity, lower swelling sensitivity and less creep for the intact shale with respect to the remoulded one: this response is considered to be the result of diagenesis. The thermo-mechanical behaviour of Opalinus Clay is investigated at different overconsolidation ratio (OCR) values. Thermal expansion is found when heating is carried out at high OCR, while irreversible thermal compaction is observed when heat is applied at low OCR. A decrease of the yield threshold with increasing temperature is observed. Compressibility and swelling indexes are not significantly influenced by thermal changes, whereas consolidation processes occur faster at high temperature. The research on chemo-mechanical processes in Opalinus Clay highlights that the volume change of the material upon wetting is related to the osmotic suction of the pore fluid. Moreover, an increase in osmotic suction at constant stress leads to development of irreversible settlements, whose magnitude depends on the stress history. The compressibility and consolidation coefficient of Opalinus Clay are not significantly affected by osmotic suction. An elasto-plastic chemo-mechanical framework is formulated in order to model the chemo-mechanical behaviour of Opalinus Clay. The strength and stiffness of Opalinus Clay are investigated through the performance of triaxial tests. The results allow to gain information on the anisotropic and stress-dependent behaviour of the material. Based on the experimental evidences, a constitutive framework is formulated. Transversely isotropic elasticity is considered in order to reproduce the anisotropic elastic response of the material. Moreover, the elastic parameters are defined in order to account for stress dependency. The possibility to consider anisotropic strength response is also included in the model. The constitutive approach includes the introduction of the disturbed state concept (DSC) in order to reproduce softening.