A laboratory study on the undrained dynamic behavior of saturated clays in cyclic triaxial tests with a variable confining pressure (VCP tests) is presented. Tests were performed on remolded clayey samples using a dynamic triaxial device where the deviatoric stress and confining pressure can be varied simultaneously. Various cyclic stress paths have been applied on the specimens through varying the ratios or phase differences between the cyclic deviatoric stress and cyclic confining pressure. Specifically, the stress paths used in the present study were designed to simulate the coupling effects of simultaneously varying shear and normal stresses in clays due to earthquakes and other vibration sources. Test results obtained from this study show that the undrained response of saturated clays is strongly influenced by the variation of confining pressure, in terms of pore water pressure, development speed of cyclic strain and magnitude of cyclic strength. It is found that when strong P-waves are propagating in soil layers, VCP tests are more appropriate for the simulation of in situ stress fields than the conventional cyclic triaxial tests with a constant confining pressure (CCP tests).