Toarcian claystone such as that of the Callovo-Oxfordian is a qualified multiphase material. The claystone samples tested in this study are composed of four main mineral phases: silicates (clay minerals, quartz, feldspars, micas) (≈86%), sulphides (pyrite) (≈3%), carbonates (calcite, dolomite) (≈10%) and organic kerogen (≈1%). Three sets of measurements of the modulus of deformability were compared as determined in (i) nano-indentation tests with a constant indentation depth of 2 μm, (ii) micro-indentation tests with a constant indentation depth of 20 μm, and (iii) meso-compression tests with a constant displacement of 200 μm. These three experimental methods have already been validated in earlier studies. The main objective of this study is to demonstrate the influence of the scaling effect on the modulus of deformability of the material. Different frequency distributions of the modulus of deformability were obtained at the different sample scales: (i) in nano-indentation tests, the distribution was spread between 15 GPa and 90 GPa and contained one peak at 34 GPa and another at 51 GPa; (ii) in the micro-indentation tests, the distribution was spread between 25 GPa and 60 GPa and displayed peaks at 26 GPa and 37 GPa; and (iii) in the meso-compression tests, a narrow frequency distribution was obtained, ranging from 25 GPa to 50 GPa and with a maximum at around 35 GPa.