One of the essential features of thermomechanical behaviour of saturated fine-grained soils is the thermally induced volume change occurring under a drained heating condition. In this study, a modified oedometer apparatus, able to handle temperatures up to 100 °C, was used to investigate the thermally induced volume change behaviour of soft Bangkok clay. The results of this experimental study provide additional experimental evidence and insights that may enhance the understanding of volume change behaviour of saturated clays at elevated temperatures. This paper also introduces an isotropic thermoelastoplastic constitutive model that closely predicts the thermally induced volume change behaviour of saturated clay specimens under normally consolidated conditions as well as overconsolidated conditions obtained by unloading process in the temperature range of 20–95 °C. Two yield limits, namely: loading yield limit and thermal yield limit, each of which can be measured from simple experimental results, are proposed to capture the volumetric plastic strain behaviour induced either by mechanical or thermal loading (or any combination thereof). The capability of the proposed model has been verified against experimental results obtained on soft Bangkok clay as well as on two other clays (Boom clay and MC clay) as reported in the literature.