||The mechanical behavior of claystone is sensitive to water content and structural anisotropy. In this paper, the mechanical property of claystone is first investigated by micro-indentation test and mini-compression test, performed on samples under different levels of relative humidity. The influence of structural anisotropy is then considered. The micro-indentation and mini-compression tests are performed on samples respectively in parallel and perpendicular directions with respect to bedding planes. As the relative humidity increases, for both parallel and perpendicular directions, the elastic modulus and failure strength decrease, and the plastic deformation becomes more and more pronounced. When comparing the mechanical property of claystone between parallel and perpendicular directions, an anisotropic behavior is found in elastic modulus, axial strain at peak stress as well as peak stress. The influences of water content and structural anisotropy are explained through suction effects and microstructure evolutions.