In the context of the French Cigéo-project, a mixture composed of 70% processed Callovo-Oxfordian claystone spoil and 30% MX80-bentonite could be a potential backfill material, whose installation aims to stabilize the surrounding rock formation and to limit the propagation of the excavation damaged zone. The backfill material must sustain the overburden pressure, despite that it might be exposed to different hydraulic and mechanical paths. The reference concept considers employing conventional compaction techniques, although their employment involves spatial variations in the dry density after compaction. In general, as the initial dry density has a significant impact on the hydro-mechanical behavior of backfill materials, it is of major importance to relate the variations in the initial dry density to differences in the behavior. This experimental laboratory study aimed to analyze how variations in the initial dry density affect the swelling and compression behavior of the claystone/bentonite mixture, in particular in unsaturated state. Further, it evaluated whether those variations affected possible hydro-mechanical path dependences. The experimental program comprised suction-controlled oedometer and constant-volume swelling pressure experiments, in which samples characterized by different initial dry densities were exposed to different hydro-mechanical paths. The analysis of microstructural and water retention characteristics complemented the program. Major results indicated that the magnitude of swelling pressure at a given suction depends considerably on the initial dry density, but it is independent of the imposed hydro-mechanical path. Interestingly, the dependency of the yield behavior on the hydro-mechanical path appears to be more pronounced as the initial dry density increases.