The laboratory testing described here can be seen as the first step in investigating potential thermal effects leading to the creation of a leakage pathway at or in the vicinity of a CO2 injection well. The occurrence of thermal stresses in metal casing, cement and formation can lead to either one or more of these materials developing cracks, or debonding between pairs of materials at their interface. A first investigation is thus concentrating on the rock immediately above the injection reservoir; this sealing rock is most often some variant of shale formation. Here we look at the required temperature contrast between the injected CO2 (or for that matter any other liquid) and the shale formation, in order to initiate tensile fracturing due to the development of tensile stresses exceeding the rock's tensile strength. Finite element simulations suggest that significant fracturing may occur for a temperature contrast of 80° C. An accompanying series of laboratory tests showed that for the chosen shale specimen, fracturing should only be of concern for much higher temperature contrasts.