Specific equipment and procedures developed for geomechanical testing of hydrocarbon caprocks were adopted to conduct truly undrained triaxial tests with Opalinus Clay. The amount of pore pressure development during consolidation, and the resulting effective stress, is managed by equilibrating the samples in vacuum desiccators of different relative humidities (vapor equilibration technique) prior to assembling into the test apparatus. A drained consolidation test was first conducted to determine the appropriate strain rate for consolidated-undrained (CU) triaxial testing. Opalinus Clay samples were then consolidated in the triaxial rig to mean effective stresses in the range from 3 to 52 MPa and eventually sheared. Within the explored stress range elastic and pore pressure coupling parameters were found to be stress dependent. The different stress paths to peak indicate a transition from overconsolidated to rather normally consolidated state, yet failure was in all tests dilatant, i.e. associated with a drop in pore pressure and strain-softening (more so at low effective stress). Accurate pore pressure monitoring enabled the discrimination of different deformation stages during deviatoric loading. In terms of Mohr–Coulomb strength parameters, transition from peak to post-peak strength is manifested by a reduction in the effective cohesion whereas the effective friction angle remains nearly constant. The robustness of the CU testing methodology is demonstrated by (i) diagnostic analyses, (ii) inconsistency of CU tests with two CU tests deliberately loaded faster to explore the effect of strain rate, and (iii) consistency of CU tests with two consolidated-drained tests. Finally, test results of two caprock shales are also shown for comparison. The caprocks are of similar basic properties as the Opalinus Clay and stem from a large data base of tests conducted using the same methodology.