Water uptake of gas shales is commonly considered one of the most important factors responsible for fluid loss during flowback operations after hydraulic fracturing. Imbibition experiments cover a key role in this context to analyze the impact of several factors (such as mineralogical composition, fluids composition, anisotropic structure, volumetric swelling) that contribute to the water uptake in these unconventional reservoirs. The aim of this study is the quantification of the impact of the volumetric response (swelling and shrinkage) of gas shales on the water uptake during imbibition and desiccation processes. An experimental methodology to quantify the volumetric response during the imbibition process in both free and under-stress conditions is developed. Results from experiments performed through both vapour diffusion and direct flooding with deionized water on three gas shale core samples extracted from different plays are provided. Obtained results clearly highlight the mutual influence between the volumetric response and the water uptake. Significant swelling and shrinkage response are observed during imbibition and desiccation processes, respectively. Specimens tested in free stress conditions exhibited a response much more pronounced than specimens tested under stress. These features provide a clear evidence of the overestimation of the imbibed water volume (higher than 40%) that can be obtained when the volumetric response is not properly considered; these aspects lead to a following impact on the upscaling of the experimental data to estimate fluid loss at field scale. Finally, it is shown that the volumetric behavior of gas shales during the imbibition process is highly anisotropic; this aspect can be related to the smectite content (or CEC) of the material and it can be considered to play a key role on the dependency of the imbibition rates and imbibed water volume on the direction of the lamination planes.