Geomechanical strength data of mudstone samples collected from the Grey Shale Member of the Whitby Mudstone Formation of the Lias Group. Testing includes cyclic thermo-mechanical loading completed at the British Geological Survey (BGS). All sample preparation, preservation and testing were completed to the specification outlined by the ISRM (ISRM, 1978b; ISRM, 1978a; Bieniawski and Bernede, 1979; ISRM, 1985 for determining the indirect tensile strength, triaxial strength, UCS and point load strength respectively) unless otherwise stated. Each test was comprised of three main stages: 1) A heating stage where the sample is heated to a set temperature loading scheme under pressure conditions of 1-1.4 MPa axial stress and 0.5 MPa confining pressure throughout the heating stage 2) A preloading stage, where the confining pressure is increased to 5 MPa which was held throughout the triaxial compression test. 3) Triaxial compression test, during the active deformation phase, the samples were axially loaded using a constant displacement rate of 0.0012 mm s-1. The data are separated into individual Microsoft Excel files, with each file representing a single test. Each file contains time, force, stress, displacement, and strain data.