Some aspects of the thermal behavior of the Opalinus claystone are investigated through laboratory tests conducted on a new hollow cylinder triaxial apparatus specially designed for studying the thermo-hydromechanical behavior of very low permeable materials. Two hollow cylinder samples are first resaturated under isotropic stress state equal to the mean effective in situ one in order to minimize swelling and induced damage during the resaturation phase. Two drained heating-cooling cycles are performed on the first sample of Opalinus claystone. During the first cycle, a thermo-elasto-plastic response similar to that of plastic clays with low overconsolidation ratio is obtained. The thermal hardening of the sample is demonstrated by the quasi-reversible behavior of the sample during the second heating-cooling cycle. An undrained heating test performed on the second sample of Opalinus claystone induces an excess pore pressure in this sample. This induced pore pressure is attributed to the higher thermal expansion coefficient of pore water compared to that of the solid phase. It is shown that the excess pore pressure generated in the sample by undrained heating cannot be modeled by considering the free water thermal expansion coefficient. The thermal expansion coefficient of the Opalinus claystone water is back-analyzed from the experimental results which show a higher value than free water.