As an alternative medium for the underground disposal of radioactive waste, claystone will be in the complex conditions of thermo-hydro-mechanical coupling for a long time. In order to study the long-term stability of surrounding rocks, a series of heating-cooling drainage creep tests on claystone was carried out under different confining pressures and deviatoric stresses, and the following conclusions were drawn. The rise of temperature will increase the creep rate of claystone, and extend the time of decay creep stage. But during the cooling process, the samples mainly experience shrinkage deformation without obvious creep deformation being observed. The decrease of confining pressure and the increase of deviatoric stress will increase the creep rate of claystone, and this effect will be significantly aggravated with the increase of temperature. Based on the experimental results, creep hardening, creep damage and thermal damage were introduced on the basis of Perzyna overstress theory, and a coupled thermo-hydro-mechanical creep model for claystone was established. The model was numerically implemented in ABAQUS and its subroutines. The comparison between the simulation results and test results demonstrates that the model can effectively describe the creep characteristics of claystone under thermo-hydro-mechanical coupling.