Underground storage of radioactive waste is consensually recognised as the safest storage solution by European and worldwide countries relying mainly or partially on nuclear energy production. Over twenty years of research led by the French national agency for radioactive waste management (ANDRA) enabled the selection of a low permeability geomaterial, the Callovo-Oxfordian claystone (COx), as the host formation for the establishment of a radioactive waste repository in France. The construction and exploitation of such a structure have a significant impact on the properties and behaviour of the geomaterial that require a precise quantification in the perspective of a long-term safety design. The high-temperature level reached after the introduction of the radioactive waste in the storage galleries is an important step of the repository exploitation phase that demands a detailed analysis, considering its impact on the claystone thermo-mechanical behaviour. In this regard, appropriate modelling tools should be developed in parallel with experimental investigations of the material thermal response, to elaborate constitutive frameworks able to describe the observe behaviour. In the designed repository temperature increase range (from $23$\si{\celsius} to $90$\si{\celsius}), recent experimental studies revealed the thermo-plastic characteristic of the COx volumetric behaviour, questioning the relevance of thermo-elasticity based models for the geomaterial. On the mechanical side, studies on the claystone strength evolution with temperature has not reached clear conclusion. In this context, this study proposes two experimental campaigns on the aforementioned topics which observations are used in the elaboration of a constitutive framework orientated towards the modelling of the Callovo-Oxfordian claystone thermo-mechanical behaviour. The stress and temperature histories impact on the claystone thermal volumetric response is investigated in the first experimental program, with an emphasis on the identification of these responses characteristics. A high-pressure oedometric apparatus is improved for thermal testing by enabling the evaluation of the radial stress experienced by the specimen. The non-isothermal oedometric test results provide the first demonstration of a clear hardening thermo-elasto-plastic behaviour, with the observation of thermo-plastic deformation for all the thermo-mechanical stress paths applied, similar to clays. The existence of a thermo-mechanical yield surface describing the observed response is revealed. The second campaign focuses on the evaluation of the temperature impact on the COx quasi-brittle behaviour and strength under drained conventional triaxial compression tests. The study proposes a detailed experimental for the triaxial testing of the claystone which results highlight the absence of temperature impact on these characteristics compared to the significant effect of transverse isotropy, under drained and saturated conditions. The experimental findings are used to elaborate a hardening thermo-elasto-plastic-damage constitutive model. Two existing frameworks previously developed for clays and shales are combined into a unique framework able to describe the thermal volume changes and the quasi-brittle behaviour of the claystone. The performances of the constitutive model for the Callovo-Oxfordian claystone are evaluated against experimental results available in the literature and from the present study.