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This study analyses the coupled Thermo-Hydro-Mechanical (THM) response of argillaceous rocks in high-temperature settings. The changes in the damage zone due to underground excavation and subsequent thermal loading caused by the heat emitted by the High-Level Waste (HLW) package have been examined. For this purpose, a fully coupled THM formulation has been used that includes a stress update algorithm, implemented in CODE_BRIGHT, to cater for an anisotropic porous medium using Biot’s effective stress. An advanced Hyperbolic Mohr-Coulomb elasto-viscoplastic model with damage and nonlocal formulation has been used to simulate the mechanical behaviour of the argillaceous rock. The generalized Darcy’s law and Fourier’s law have been adopted for the description of liquid flow and heat conduction, respectively. Anisotropy of stiffness, strength, permeability and thermal conductivity have been considered. It has also been assumed that permeability depends on the accumulated viscoplastic strains. Fully coupled THM analyses have been conducted to investigate the evolution of temperature, pore water pressure and damaged zones. The thermally-induced pore pressure rise is identified as a key mechanism in the development and evolution of the damaged zone. The analyses reported provide a better understanding of the THM response of HLW disposal schemes in argillaceous rocks under high temperatures.