Clayey rocks inherently present strong bedding anisotropy, which conditions their physical and mechanical properties. We applied 2D and 3D Digital Image Correlation techniques in order to characterize the mechanical behavior of Callovo-Oxfordian clayey rocks, subjected to uniaxial unconfined compression. We specifically focused on the initiation and the development of damage at the microscale with respect to the bedding anisotropy. We used crackfree cylindrical specimens with 8 mm in diameter and 16 mm in length. Aiming to concentrate stresses and trigger controlled initiation of damage, some of the specimens were drilled in order to produce a borehole perpendicularly to their axis. The bedding of the samples was oriented at 0°, 45° or 90° to the loading direction. During the uniaxial compression the samples were monitored by either optical microscopy, or by synchrotron X-ray computed tomography. For both situations we used specific types of axial loading machines, adapted to the different observation techniques. Optical monitoring allows for fast acquisition, but the tests realized under synchrotron X-ray investigation last several hours. In this case, the sample water content was preserved as close as possible to saturation by imposing 95 % relative humidity atmosphere in the deformation apparatus. In both cases the natural material contrasts allowed to assess respectively the development of the 2D or 3D strain fields by Digital Image Correlation and to track the damage initiation and evolution. Our first observation concerns the similarity of the 2D and 3D strain patterns. We further demonstrate the development of two types of superimposed strain fields. The first one relates to the classical sample geometry and the stress concentrator borehole. But, the second one clearly reflects the sample microstructural anisotropy and its strong influence of the bedding orientation on the micro-cracking propagation geometry.