Clays and claystones are considered in some countries (including Belgium, France and Switzerland) as a potential host rock for high activity long lived radioactive waste disposal at great depth. One of the aspects to deal with when assessing the performance of the disposal is related to the effects of the temperature elevation due to the placement of exothermic wastes on the host rock. The potential effects of the thermal impact on the excavation damaged zone (EDZ) in the near field are another important issue that was the goal of the TIMODAZ European research project. In this paper, some principles of waste disposal in clayey host rocks at great depth are first presented and a series of experimental investigations carried out on specific equipment specially developed to face the problem are presented. Both drained and undrained tests have been carried out to investigate the drained thermal volume changes of clays and claystone and the thermal pressurization occurring around the galleries. The importance of proper initial saturation (under in situ stresses) and of satisfactory drainage conditions (in spite of the significantly low permeability of claystones) is emphasized, leading to the development of a new hollow cylinder apparatus. It is observed that claystones cannot be considered as overconsolidated clays given that they can exhibit, as the Callovo-Oxfordian claystone does, a thermoplastic contraction. Mechanical and thermal hardenings are however observed, extending the knowledge already gained on clays to claystones. A new method of determining the thermal pressurization coefficient in the laboratory is described and the data obtained allow completing existing data in the field. Finally, the hollow cylinder apparatus makes it possible to demonstrate that the good self-sealing properties of clays and claystones can be extended to temperature effects, an important conclusion in terms of performance assessment.