To ensure the safety of geological disposal of high-level radioactive waste, in-situ experiments have been carried out to examine the behavior of rocks in underground research laboratories (URLs). At the Meuse/Haute-Marne URL in France, the French National Radioactive Waste Management Agency (Andra) has been assessing the Callovo-Oxfordian claystone (COx) as potential host rock of geological disposal by subjecting the COx to in-situ heating mimicking exothermic radioactive waste. Results of the in-situ experiments are used to validate and bolster the numerical simulators for predicting the thermo-hydromechanically (THM) coupled behavior of the COx. The numerical simulators are, however, yet to be tested for predicting the failure and fracture development of the COx during heating, which is of paramount importance to the safety of the geological disposal. In this research, we modelled a recently carried out in-situ experiment at the Meuse/Haute-Marne URL using the TOUGH-FLAC simulator to predict the failure and fracture development of the COx during heating. The objectives are to examine the effects of (i) the weak bedding planes, (ii) the softening rate of matrix/weak plane strengths, and (iii) the stiffness anisotropy of the COx on the development of shear and tensile fractures during heating. Results show that considering failure along the weak planes enabled accurate predictions of fracture development. Also, fracture development intensified at a softening rate beyond a threshold level and the geometry of fractures was significantly affected by the stiffness anisotropy. These results will help boost the reliability of the safety and performance assessment of geological disposal in claystone.