Argillaceous rocks are chosen as possible host rocks for underground radioactive nuclear waste disposal. These rocks exhibit complex coupled thermo–hydro–chemo-mechanical behavior, the description of which would strongly benefit from an improved experimental insight on micro-scale. In this work we present some recent observations of the evolution of these rocks upon swelling on the scale of their composite microstructure, essentially made of a clay matrix with embedded grains of calcite and quartz with sizes ranging from a few to several hundreds of micrometers. The micro-scale experimental investigation was based on the combination of high definition and high resolution imaging in an environmental scanning electron microscope (ESEM) and digital image correlation techniques. Samples were held at a constant temperature of 2 °C while the vapor pressure in the ESEM chamber was varied from a few to several hundreds of Pascals, generating a relative humidity (RH) ranging from about 10% up to 99%. Results on micro-scale showed strongly heterogeneous deformation fields, which result from complex hydromechanical interactions between different components of argillaceous rocks. The swelling of argillaceous rocks is moderate at low RH but becomes significant at high RH. The observations demonstrated that the nonlinearity is related not only to the micro-cracking upon wetting, but also to the nonlinear swelling of the clay matrix itself that is governed by different mechanisms.