The potential of underground CO2 storage relies on the sealing efficiency of an overlaying caprock that acts as a geological barrier. Shales are considered as potential caprock formations thanks to their favourable hydro-mechanical properties. In this work the sealing capacity of Opalinus Clay shale to CO2 injection is studied by means of capillary entry-pressure and volumetric response. The overall objective of this work is to contribute to the safe design of a CO2 injection strategy by providing a better understanding of the geomechanical response of the caprock material to CO2 injection and eventual breakthrough at different scales. This is achieved by relating lab-measured hydro-mechanical properties of the studying caprock material (porosity, permeability, volumetric response) to field-related parameters (effective stress, injection pressure). A number of CO2 breakthrough tests is performed in Opalinus Clay samples under two different scales, meso and micro. At the meso-scale, CO2 injection is performed in oedometric conditions under different levels of axial effective stress in both gaseous or liquid phase. In parallel, the material’s transport properties in terms of water permeability are assessed before CO2 injection at each corresponding level of effective stress. The impact of CO2 phase and open porosity on the material’s CO2 entry pressure are demonstrated. The correlation between measured entry pressure and absolute permeability is discussed. A second testing campaign at a smaller scale is presented where CO2 breakthrough is for the first time identified with in-situ X-ray tomography. CO2 injection is performed under isotropic conditions on an Opalinus Clay micro-sample (micro-scale), and CO2 breakthrough is identified through quantitative image analysis based on the measured localised volumetric response of the material. This innovative methodology provides important insight into the anisotropic response of this complex material that is indispensable for its representative modelling in the context of safe geological CO2 storage.