This paper presents a newly designed column-type experimental device for investigating the coupled thermo-hydro-mechanical behavior of expansive soils. Sensors and monitoring instruments facilitated continuous and nondestructive measurements of temperature, relative humidity, water content, and total stresses in both axial and lateral directions at various preselected locations of the device. The design features and calibration of specific accessories are presented. System implementation and validation tests were performed to examine the performance of the device at an elevated temperature. In the context of underground storage of nuclear waste, a test was performed with a compacted Calcigel bentonite-sand mixture (50:50) to investigate the thermo-hydro-mechanical behavior of the material under an applied temperature gradient involving temperatures of 80°C and 20°C at the opposite ends of the sample. The test results highlighted the key features of temperature-driven processes in unsaturated compacted porous media. Thermal loading caused changes in the water content and relative humidity within the sample. During the temperature equilibration period, the thermal dilation phenomenon in the regions closer to the heat source was found to be responsible for the development of axial and lateral stresses in the sample. A longer duration of thermal loading caused volumetric shrinkage of the material, which in turn affected the magnitudes of both axial and lateral stresses.