Nuclear waste disposal and landfill engineering usually involve thermo-hydro-mechanical (THM) coupled issues. This paper reviews the current advancements of the thermo-hydro-mechanical coupled behaviors of clays from both experimental and theoretical aspects, which include the heat transferring behavior, the effects of temperature on seepage, Young‘s Modulus, strength, creep behavior, clay structural characteristic, and so on. Within this context, the applicability of the current moisture and heat transfer models and the coupled thermo-mechanical constitutive models is analyzed. Based on the review, an experimental study on the effect of temperature on strength, permeability, and creep behavior of Boom clay was conducted. The results show that as temperature increases, the strength of Boom clay decreases while its creep rate and hydraulic conductivity significantly increase. Then a coupled thermo-elasto-plastic-damage constitutive model for clay is developed. Finally, the weakness in the study of THM coupling problems is discussed, and the direction for the future research is identified.