Cladding tubes are structural parts of nuclear plants, submitted to complex thermomechanical loadings. Thus, it is necessary to know and predict their behaviour to preserve their integrity and to enhance their lifetime. Therefore, a new experimental device has been developed to control the load path under multi-axial load conditions. The apparatus is designed to determine the thermomechanical behaviour of zirconium alloys used for cladding tubes. First results are presented. Creep tests with different biaxial loadings were performed. Results are analysed in terms of thermal expansion and of creep strain. The anisotropy of the material is revealed and iso-creep strain curves are given.