This paper aims to evaluate the performance of several recent constitutive models in simulating the thermo-mechanical behaviour of saturated clays. A classic thermo-mechanical test on natural Boom Clay, commonly used in constitutive modelling was first clarified. Different methods commonly used to measure volumetric strain in drained heating tests were then discussed. Models evaluation was performed in terms of thermodynamic and elasto-plastic requirements. The capability of the models to capture the observed behaviour was assessed on the basis of the experimental evidence. It was shown that all the models provide reasonable predictions of the thermo-mechanical behaviour of saturated clays. However, each constitutive model has its own limitations or unclear points from the theoretical point of view.