We investigate the physics behind the complex thermo-mechanical behavior of clays. Depending on their loading history, clays exhibit thermal expansion or contraction, reversible or irreversible, and of much larger magnitude than for usual solids. This anomalous behavior is often attributed to water adsorption, but a proper link between adsorption and thermo-mechanics is still needed, which is the object of this paper. We propose a conceptual model starting from the scale of the adsorption up to the scale of the geomaterial, which successfully explains the thermo-mechanical behavior of clays. Adsorption takes place between clay layers at the nanometer scale. The mechanics of the clay layers is known to be strongly affected by adsorption, e.g., swelling with humidity increase. Here we investigate the effect of drained heating and show that an increase of temperature decreases the amplitude of the confining pressure oscillations with the basal spac