The paper presents the results of laboratory studies on the strength−strain properties of shales representing four siltstone-claystone lithostratigraphic units occurring in the Baltic Basin. Laboratory studies in a triaxial stress state were conducted as single failure tests on cylindrical samples oriented parallel and perpendicular to lamination within the rocks. Mutually perpendicular samples were cut out from the same drill core sections in order to determine mechanical anisotropy. Samples oriented parallel to lamination were characterised by values of the static Young’s modulus twice as high as from samples oriented perpendicular to lamination. Similar variability was observed in the case of maximum differential stress values and Poisson’s ratio. Samples parallel to lamination registered notably lower axial strains, which influenced increased values of Young’s modulus and Poisson’s ratio. The rocks studied are characterised by VTI type (vertical transverse isotropy) internal anisotropy of the rock matrix, which significantly influences the anisotropy of their geomechanical properties.