An experimental study of the swelling anisotropy of the Callovo-Oxfordian argillaceous rock under hydration is presented. The investigation, which combines environmental scanning electron microscopy (ESEM) and digital image correlation techniques, has been carried out at the micrometric scale of the composite microstructure of the rock. Specimens were hydrated in the ESEM over a wide range of relative humidity and observations conducted on two planes: plane 1 parallel to the bedding plane, and plane 2 perpendicular to it. The observations reveal that the local swelling (which can be quantified at a local gauge length of about 5 µm) is strongly anisotropic in both planes. The global swelling, measured over areas of about 500 µm in width, is also clearly anisotropic in plane 2 (with major swelling direction normal to the bedding plane), but not in plane 1. The global isotropy in plane 1 arises from the uniform distribution of the orientation of anisotropic local strains, while the anisotropic swelling in plane 2 is due to a preferred local orientation.