The development of engineering activities involving shales such as the extraction of shale gas and shale oil, the nuclear waste geological storage and the sequestration of CO2, has led to an increasing interest toward the geomechanical behaviour of this geomaterial. In the context of such engineering applications, a deep understanding of the hydro-mechanical behaviour of shales is of primary significance. The water retention mechanisms play a major role in either fluid trapping due to the capillary forces present in low permeability formations or in the resaturation of shale formations after desiccation. The paper presents the experimental methodologies that have been developed by the authors for the analysis of the retention behaviour of shales. Selected test results are presented for two shales from Switzerland.