The mechanical behavior of mudstones strongly depends on humidity. In this paper, we present some microstructural insights into this phenomenon gained from a microscale investigation using a novel experimental method. The experimental method consists of combined hydric and mechanical loading tests in environmental scanning electron microscopy, as well as full‐field strain measurement by digital image correlation techniques. The sample is subjected to a stepwise wetting (21%, 80%, and 99% relative humidity); for each equilibrium moisture state, a uniaxial compression test is performed. The microscale observation reveals that humidity‐induced changes in the mechanical behavior of mudstones are controlled by the deformation and microcracking upon wetting. With increasing relative humidity, expansion of pores causes the clay matrix to be softer. In addition, because of the reduction in shear modulus and the lessening of capillary effect, shear bands are prone to appear at a high humidity state. The microcracking upon wetting, which results in predamage of the material, also affects the mechanical behavior. Finally, the sample with more moisture exhibits a more ductile behavior that involves more pronounced microcracking at failure.