As is known, high-level radioactive waste (HLW) is commonly heat-emitting. Heat output from HLW will dissipate through the surrounding rocks and induce complex thermo-hydro-mechanical-chemical (THMC) processes. In highly consolidated clayey rocks, thermal effects are particularly significant because of their very low permeability and water-saturated state. Thermal impact on the integrity of the geological barriers is of most importance with regard to the long-term safety of repositories. This study focuses on numerical analysis of thermal effects on hydro-mechanical properties of clayey rock using a coupled thermo-mechanical multiphase flow (TH2M) model which is implemented in the finite element programme OpenGeoSys (OGS). The material properties of the numerical model are characterised by a transversal isotropic elastic model based on Hooke’s law, a non-isothermal multiphase flow model based on van Genuchten function and Darcy’s law, and a transversal isotropic heat transport model based on Fourier’s law. In the numerical approaches, special attention has been paid to the thermal expansion of three different phases: gas, fluid and solid, which could induce changes in pore pressure and porosity. Furthermore, the strong swelling and shrinkage behaviours of clayey material are also considered in the present model. The model has been applied to simulate a laboratory heating experiment on claystone. The numerical model gives a satisfactory representation of the observed material behaviour in the laboratory experiment. The comparison of the calculated results with the laboratory findings verifies that the simulation with the present numerical model could provide a deeper understanding of the observed effects.