This paper presents the basic anisotropic small strain behaviour of a Kaolinite clay. Kaolinite clay is selected to perform anisotropic triaxial tests in order to prove the capability of the testing equipment to determine the five elastic parameters for the cross anisotropic model. These parameters are obtained by merging the small strain results and bender element data. This paper describes in full detail the test set-up and measurement capabilities, shows the test results and experimental investigation on the mechanical behaviour of Kaolinite clay. The Kaolinite clay sample is reconstituted in the standard proctor test and installed into the stress path cell. The sample is consolidated under K₀ condition where no lateral deformation occurs. Then it is sheared with Multiple Mini Stress Path Excursions (MMSPE) in order to investigate its mechanical properties at the very small strains. Using local strain sensors mounted on the sample, the stiffness parameters are more accurately obtained. In this research, multi-directional bender elements are also applied offering possibility to measure shear wave velocities in both vertical and horizontal directions. This shear wave velocity has a direct relation to the shear modulus in elastic continuum media. By the virtue of fact that in these tests shear waves are propagating in vertical and horizontal directions, the results of shear moduli in those directions are calculated. Combing these data with the MMSPE results, five elastic parameters for the cross-anisotropic elasticity model are established.