Geotechnical designs and analyses of earth structures and foundations exclusively involve the assessment and consideration of unsaturated soil shear strength. The laboratory testing equipment and methods for predicting the unsaturated soil shear strength are complicated and more expensive. The experimental program attempted to involve undrained triaxial and filter paper for evaluating the unsaturated soil shear strength of identically compacted clayey soil. This study undertakes a comparison of shear strength in clayey soil under undrained loads, examining both saturated and unsaturated conditions. A 60 kPa air entry suction value is the key point at which linearity between the unsaturated shear strength parameter Øb and effective friction Ø′ with 15° linear slopes turns to non-linearity. Unsaturated shear strength increased by 22.76% in optimally wet conditions, 52.68% in optimum conditions, and 77.81% in optimally dry conditions as compared to saturated shear strength. This study utilizes an artificial neural network (ANN) to predict clayey soil’s unsaturated shear strength, finding that the optimal ANN configuration (2-5-1 topology, Levenberg–Marquard optimization, and logsig transfer function) achieved high reliability with a correlation coefficient (R) of 0.9289 and mean square error values of 2.22, 7.12, and 3.012 for training, testing, and validation, respectively. This experimental investigation improves our understanding of clayey soil shear strength and emphasizes the importance of saturation and moisture content in geotechnical assessments under undrained loading conditions.