In the context of radioactive waste disposal, an underground research laboratory (URL) is a facility in which experiments are conducted to demonstrate the feasibility of constructing and operating a radioactive waste disposal facility within a geological formation. The Meuse/Haute-Marne URL is a site-specific facility planned to study the feasibility of a radioactive waste disposal in the Callovo-Oxfordian (COx) claystone. The thermo-hydro-mechanical (THM) behaviour of the host rock is significant for the design of the underground nuclear waste disposal facility and for its long-term safety. The French National Radioactive Waste Management Agency (Andra) has begun a research programme aiming to demonstrate the relevancy of the French high-level waste (HLW) concept. This paper presents the programme implemented from small-scale (small diameter) boreholes to full-scale demonstration experiments to study the THM effects of the thermal transient on the COx claystone and the strategy implemented in this new programme to demonstrate and optimise current disposal facility components for HLW. It shows that the French high-level waste concept is feasible and working in the COx claystone. It also exhibits that, as for other plastic clay or claystone, heating-induced pore pressure increases and that the THM behaviour is anisotropic.