The knowledge of the behaviour of oil-well cement paste from the early age to the hardened state is important in predicting the performances of the cement sheath in oil/gas wells, specially for prediction of the risk of micro-annulus creation between the cement sheath and the rock formation or the casing. Characterization of the early-age mechanical behaviour is of particular importance, because during the well construction, the cement sheath is submitted to various mechanical loadings when the cement paste is not completely hydrated, as for example during a casing test. In this paper, the early-age mechanical behaviour of a class G cement paste is studied experimentally. A specially designed experimental device is used to investigate the mechanical behaviour of cement paste from the first hour of hydration, under stress states close to in-situ conditions. The macroscopic shrinkage of the cement paste as well as its stress-strain response under oedometric loading are studied for various pressures during hydration, from 0.3 to 45 MPa, and for hydration temperatures from 7 to 30 °C. These relatively low temperatures are used to slow down the hydration rate. The experimental results show that the macroscopic shrinkage increases significantly with the pressure during hydration. When submitted to a mechanical loading cycles at a given age, the cement paste hydrated under lower pressures, corresponding to shallower depth, exhibits higher deformability, showing a higher risk of creation of a micro-annulus during the mechanical loadings, as for example during a casing test. The experimental results clearly show the influence of the loading history on the mechanical behaviour of the cement paste at a given age. The oedometric experiments are associated with UCA (Ultrasonic Cement Analyser) and isothermal calorimetry experiments for a deeper insight into the behaviour of early age cement paste.