The formation of a white etching layer (WEL), a very hard and brittle phase on the rail surface, is associated with a progressive transformation of the pearlitic grain to very fragmented grains due to the cumulative passage of trains. Its formation is associated with a complex thermomechanical coupling. To predict the exact conditions of WEL formation, a thermomechanical model previously proposed by the authors needs to be validated. In this study, monotonic and cyclic shear tests using hat-shaped specimens were conducted in the temperature range of 20 °C to 400 °C to reproduce the WEL formation. The tests showed a strong sensitivity of the material to temperature, which does not necessarily favor WEL formation. For the monotonic tests, no WELs were produced; however, a localization of the plastic deformation was observed for tests performed at 200 °C and 300 °C. In this temperature range, the material was less ductile than at room temperature, leading to failure before WEL formation. At 400 °C, the material exhibited a much more ductile behavior, and nanograins close to WEL stages were visible. For the cyclic tests, a WEL zone was successfully reproduced at room temperature only and confirmed the effect of shear in WEL formation. The same cyclic tests conducted at 200 °C and 300 °C yielded results consistent with those of the monotonic tests; the deformation was much more localized and did not lead to WEL formation.