Saturated clays submitted to constant mechanical loading and slow temperature increase frequently undergo irreversible contractions. This phenomena is described here by means of a change of plastic limits induced by temperature only, called thermal hardening. Constitutive laws adapted to this kind of plastic behaviour can be formulated within a general framework that satisfies thermodynamical principles. It shows that this coupling results from the presence of a latent heat during the isothermal hardening of plastic limits. A thermomechanical extension of Cam Clay model is then proposed and used in the analysis of laboratory thermomechanical tests performed on clay materials. Making use of tests already published, we show the adequacy of the concept of thermal hardening for clay behaviour. Some clay from deep geological formation considered for the disposal of radioactive waste exhibit thermal hardening in laboratory tests. The consequences for the underground storage facilities during the thermal loading created by the waste are investigated by means of in situ tests as well as numerical computation. The measurement around a heating probe buried in the clay mass demonstrate the significance of thermohydromechanical couplings. An accurate understanding of in situ measurements is achieved by means of numerical modeling in which the interaction between the various loading of the tests (excavation, pore pressure seepage, and heating) is carefully taken into account. Thermal hardening of the clay appears to be of little influence in these in situ tests. On the other hand, the magnitude of thermohydromechanical couplings observed in situ are higher than might have been expected from laboratory tests. A more accurate prediction is obtained if one takes into account the more stiffer behaviour of clays when they are subjected to small deformations.